+262.1%
TEVA vs CDW
-30.1%
+292.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -0.7% | -7.4% | +6.6% | +0.6% |
| 30D | -0.4% | +5.8% | -6.2% | -1.6% |
| 3M | +8.2% | +10.8% | -2.6% | +5.4% |
| 6M | +15.3% | +21.5% | -6.2% | +8.3% |
| YTD | +16.5% | +6.4% | +10.1% | +13.0% |
| 1Y | +85.7% | -14.8% | +100.5% | +91.5% |
| All | +262.1% | -30.1% | +292.2% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 3y: compounded portfolio wealth divided by compounded CDW 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…
3y analysis · Full analysis span regression · 6 months rolling