+146.9%
CVE vs TEVA
+13.2%
+133.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.4% |
| 7D | +4.6% | +4.5% | +0.2% | +3.4% |
| 30D | -12.0% | +5.8% | -17.8% | -13.4% |
| 3M | -3.8% | +18.8% | -22.6% | -8.5% |
| 6M | -2.7% | +21.9% | -24.6% | -8.7% |
| YTD | +73.6% | +39.9% | +33.7% | +55.5% |
| 1Y | +62.0% | +69.0% | -7.0% | +37.3% |
| 3Y | +72.7% | +402.9% | -330.2% | -1.9% |
| 5Y | +153.9% | +359.0% | -205.1% | +41.9% |
| All | +146.9% | +13.2% | +133.7% | +49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling