+71.4%
CVE vs TEVA
+2.3%
+69.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | +0.1% |
| 7D | +5.9% | +4.4% | +1.5% | +4.7% |
| 30D | -10.9% | +9.3% | -20.1% | -13.0% |
| 3M | -4.5% | +21.9% | -26.4% | -9.9% |
| 6M | -1.0% | +22.8% | -23.7% | -7.3% |
| YTD | +74.7% | +42.6% | +32.2% | +55.4% |
| 1Y | +65.8% | +74.2% | -8.4% | +39.0% |
| 3Y | +73.2% | +404.5% | -331.4% | -1.5% |
| 5Y | +155.6% | +367.9% | -212.3% | +42.4% |
| 10Y | +149.3% | +14.2% | +135.1% | +81.0% |
| All | +71.4% | +2.3% | +69.1% | +11.7% |
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