+62.0%
CVE vs TEVA
+73.1%
-11.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.7% |
| 7D | +4.6% | +4.5% | +0.2% | +4.6% |
| 30D | -12.0% | +5.8% | -17.8% | -11.9% |
| 3M | -3.8% | +18.8% | -22.6% | -3.3% |
| 6M | -2.7% | +21.9% | -24.6% | -2.7% |
| YTD | +73.6% | +39.9% | +33.7% | +73.1% |
| 1Y | +62.0% | +69.0% | -7.0% | +49.9% |
| All | +62.0% | +73.1% | -11.1% | +49.9% |
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