+8.9%
CRCL vs TEVA
+111.1%
-102.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.1% |
| 7D | -11.2% | +2.0% | -13.2% | -11.4% |
| 30D | +27.1% | +1.0% | +26.2% | +26.9% |
| 3M | +9.6% | +7.3% | +2.3% | +9.1% |
| 6M | -19.7% | +21.7% | -41.4% | -21.3% |
| YTD | +14.2% | +18.8% | -4.6% | +11.2% |
| 1Y | -32.2% | +86.5% | -118.7% | -35.8% |
| All | +8.9% | +111.1% | -102.2% | +5.0% |
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