+9,501.6%
CRS vs TEVA
+7,037.9%
+2,463.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.6% |
| 7D | -6.8% | +2.0% | -8.8% | -7.2% |
| 30D | -16.1% | +1.0% | -17.1% | -16.4% |
| 3M | -21.2% | +7.3% | -28.5% | -22.9% |
| 6M | +8.7% | +21.7% | -13.0% | +3.1% |
| YTD | +41.0% | +18.8% | +22.1% | +34.3% |
| 1Y | +82.7% | +86.5% | -3.8% | +56.0% |
| 3Y | +604.8% | +269.4% | +335.4% | +397.9% |
| 5Y | +1,384.7% | +303.6% | +1,081.1% | +902.5% |
| 10Y | +1,362.3% | -22.9% | +1,385.3% | +1,143.6% |
| All | +9,501.6% | +7,037.9% | +2,463.7% | +6,195.8% |
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