+117.4%
TEVA vs CAI
-9.9%
+127.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +2.0% | -2.9% | +4.9% | +2.2% |
| 30D | +1.0% | +9.3% | -8.4% | +0.3% |
| 3M | +7.3% | +35.2% | -27.9% | +4.8% |
| 6M | +21.7% | +30.7% | -9.0% | +18.3% |
| YTD | +18.8% | -9.8% | +28.6% | +16.6% |
| 1Y | +86.5% | -28.9% | +115.3% | +85.3% |
| All | +117.4% | -9.9% | +127.3% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling