+4,779.0%
CVX vs TEVA
+6,895.5%
-2,116.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +9.1% | -0.4% | +9.5% | +9.1% |
| 3M | +13.1% | +8.2% | +4.8% | +11.6% |
| 6M | +16.3% | +15.3% | +0.9% | +13.3% |
| YTD | +43.5% | +16.5% | +27.0% | +39.5% |
| 1Y | +40.2% | +85.7% | -45.6% | +27.1% |
| 3Y | +44.2% | +277.9% | -233.6% | +15.2% |
| 5Y | +170.6% | +295.5% | -124.9% | +109.5% |
| 10Y | +220.3% | -24.5% | +244.8% | +183.6% |
| All | +4,779.0% | +6,895.5% | -2,116.5% | +3,483.4% |
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