+66.2%
CTAS vs TEVA
+280.8%
-214.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.4% |
| 7D | +0.5% | +2.0% | -1.5% | +0.4% |
| 30D | -0.7% | +1.0% | -1.7% | -0.8% |
| 3M | +11.1% | +7.3% | +3.8% | +10.5% |
| 6M | +2.1% | +21.7% | -19.6% | +0.7% |
| YTD | +8.0% | +18.8% | -10.9% | +6.5% |
| 1Y | -0.5% | +86.5% | -87.0% | -4.5% |
| 3Y | +66.2% | +269.4% | -203.2% | +49.6% |
| All | +66.2% | +280.8% | -214.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling