+89.9%
CVE vs TEVA
-16.4%
+106.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | +16.7% | +4.7% | +12.0% | +15.1% |
| 3M | +9.3% | +5.6% | +3.7% | +7.0% |
| 6M | +43.6% | +10.5% | +33.1% | +37.6% |
| YTD | +93.6% | +16.5% | +77.1% | +82.4% |
| 1Y | +98.8% | +96.8% | +2.0% | +58.8% |
| 3Y | +73.6% | +269.5% | -195.9% | +7.5% |
| 5Y | +312.5% | +283.5% | +28.9% | +141.5% |
| 10Y | +161.0% | -25.9% | +187.0% | +114.4% |
| All | +89.9% | -16.4% | +106.3% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling