-69.3%
CPNG vs TEVA
+227.1%
-296.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.0% | +2.6% |
| 7D | -1.1% | +2.0% | -3.1% | -1.6% |
| 30D | -7.4% | +1.0% | -8.3% | -7.5% |
| 3M | -12.3% | +7.3% | -19.7% | -14.0% |
| 6M | -19.4% | +21.7% | -41.2% | -23.4% |
| YTD | -35.9% | +18.8% | -54.7% | -38.8% |
| 1Y | -53.4% | +86.5% | -139.9% | -60.4% |
| 3Y | -20.0% | +269.4% | -289.4% | -47.6% |
| 5Y | -49.6% | +303.6% | -353.2% | -70.1% |
| All | -69.3% | +227.1% | -296.4% | -82.5% |
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