+73.9%
CTVA vs TEVA
+280.8%
-206.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | -4.5% | +2.0% | -6.5% | -4.7% |
| 30D | +11.3% | +1.0% | +10.4% | +11.2% |
| 3M | +12.3% | +7.3% | +5.0% | +11.3% |
| 6M | +7.2% | +21.7% | -14.6% | +4.4% |
| YTD | +26.0% | +18.8% | +7.2% | +23.1% |
| 1Y | +16.0% | +86.5% | -70.4% | +7.3% |
| 3Y | +73.9% | +269.4% | -195.5% | +39.4% |
| All | +73.9% | +280.8% | -206.9% | +39.4% |
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