+67.5%
CVE vs TEVA
-0.6%
+68.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.1% |
| 7D | +0.1% | +3.3% | -3.3% | -0.8% |
| 30D | -10.8% | +5.0% | -15.9% | -12.1% |
| 3M | -4.3% | +18.5% | -22.9% | -9.0% |
| 6M | -1.5% | +20.6% | -22.1% | -7.4% |
| YTD | +70.7% | +38.5% | +32.2% | +53.1% |
| 1Y | +58.1% | +72.1% | -14.0% | +33.0% |
| 3Y | +69.8% | +398.2% | -328.3% | -3.2% |
| 5Y | +148.9% | +353.2% | -204.3% | +39.9% |
| 10Y | +143.5% | +11.0% | +132.6% | +78.3% |
| All | +67.5% | -0.6% | +68.0% | +10.0% |
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