+32.0%
CTVA vs TEVA
+106.6%
-74.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +8.2% | +4.7% | +3.5% | +7.8% |
| 30D | -1.0% | +5.5% | -6.6% | -1.5% |
| 3M | +4.6% | +21.6% | -17.0% | +2.5% |
| 6M | +0.5% | +18.4% | -17.9% | -1.3% |
| YTD | +22.7% | +34.1% | -11.4% | +19.1% |
| 1Y | +32.0% | +104.5% | -72.6% | +21.7% |
| All | +32.0% | +106.6% | -74.6% | +21.7% |
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