+23,023.2%
CTAS vs TEVA
+6,895.5%
+16,127.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | -3.1% | -0.4% | -2.7% | -3.1% |
| 3M | +10.3% | +8.2% | +2.0% | +8.6% |
| 6M | +1.6% | +15.3% | -13.7% | -1.2% |
| YTD | +6.3% | +16.5% | -10.1% | +3.0% |
| 1Y | -0.5% | +85.7% | -86.2% | -11.1% |
| 3Y | +64.6% | +277.9% | -213.3% | +26.5% |
| 5Y | +106.0% | +295.5% | -189.5% | +52.8% |
| 10Y | +677.5% | -24.5% | +702.0% | +595.0% |
| All | +23,023.2% | +6,895.5% | +16,127.7% | +12,500.0% |
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