+176.5%
CVE vs TEVA
-24.5%
+201.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +1.6% | -0.7% | +2.4% | +1.9% |
| 30D | +11.7% | -0.4% | +12.1% | +11.7% |
| 3M | +18.2% | +8.2% | +9.9% | +15.1% |
| 6M | +48.8% | +15.3% | +33.5% | +41.1% |
| YTD | +99.4% | +16.5% | +82.9% | +88.1% |
| 1Y | +97.9% | +85.7% | +12.1% | +61.4% |
| 3Y | +76.3% | +277.9% | -201.6% | +8.6% |
| 5Y | +344.6% | +295.5% | +49.1% | +157.9% |
| All | +176.5% | -24.5% | +201.0% | +76.5% |
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