+346.2%
CVE vs TEVA
+294.1%
+52.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +2.0% | -1.7% | +3.7% | +2.3% |
| 30D | +13.2% | +2.0% | +11.2% | +12.7% |
| 3M | +21.7% | +7.0% | +14.7% | +19.8% |
| 6M | +48.4% | +17.0% | +31.4% | +42.8% |
| YTD | +100.1% | +18.1% | +82.0% | +91.9% |
| 1Y | +107.8% | +87.2% | +20.6% | +79.7% |
| 3Y | +76.9% | +283.1% | -206.2% | +20.1% |
| 5Y | +346.2% | +298.4% | +47.9% | +181.3% |
| All | +346.2% | +294.1% | +52.1% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling