+444.5%
CORZ vs TEVA
+206.1%
+238.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.5% |
| 7D | +16.6% | +1.6% | +15.0% | +16.3% |
| 30D | -10.9% | +4.0% | -14.8% | -11.3% |
| 3M | -31.0% | +10.5% | -41.5% | -32.1% |
| 6M | +26.0% | +18.4% | +7.7% | +21.8% |
| YTD | +28.6% | +17.8% | +10.9% | +24.6% |
| 1Y | +34.5% | +90.5% | -56.0% | +18.7% |
| All | +444.5% | +206.1% | +238.4% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling