-31.6%
CRCL vs TEVA
+106.6%
-138.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -6.8% | +4.7% | -11.5% | -7.7% |
| 30D | -8.6% | +5.5% | -14.1% | -9.6% |
| 3M | +20.3% | +21.6% | -1.2% | +16.3% |
| 6M | -36.3% | +18.4% | -54.7% | -37.7% |
| YTD | -4.0% | +34.1% | -38.1% | -10.7% |
| 1Y | -31.6% | +104.5% | -136.1% | -44.7% |
| All | -31.6% | +106.6% | -138.1% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling