+104.5%
TEVA vs CLBK
+65.7%
+38.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +4.7% | +4.6% | +0.1% | +3.7% |
| 30D | +5.5% | -1.5% | +7.0% | +5.9% |
| 3M | +21.6% | +4.4% | +17.2% | +20.1% |
| 6M | +18.4% | +31.7% | -13.3% | +8.8% |
| YTD | +34.1% | +58.7% | -24.6% | +13.8% |
| 1Y | +104.5% | +64.9% | +39.7% | +68.3% |
| All | +104.5% | +65.7% | +38.8% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling