+73.2%
CVE vs TEVA
+106.6%
-33.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.6% |
| 7D | -12.1% | +4.7% | -16.8% | -11.9% |
| 30D | -9.8% | +5.5% | -15.3% | -9.6% |
| 3M | -0.7% | +21.6% | -22.3% | 0.0% |
| 6M | -4.3% | +18.4% | -22.7% | -4.0% |
| YTD | +70.6% | +34.1% | +36.5% | +72.1% |
| 1Y | +73.2% | +104.5% | -31.4% | +74.3% |
| All | +73.2% | +106.6% | -33.4% | +74.3% |
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