+21.7%
TEVA vs CAI
+31.3%
-9.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | +1.0% | +9.3% | -8.4% | +0.2% |
| 3M | +7.3% | +35.2% | -27.9% | +4.2% |
| 6M | +21.7% | +30.7% | -9.0% | +16.4% |
| All | +21.7% | +31.3% | -9.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 6mo: compounded portfolio wealth divided by compounded CAI 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…
6mo analysis · Full analysis span regression · 6 months rolling