+103.6%
TEVA vs CLBK
+65.6%
+38.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -0.7% | -1.4% | +0.6% | -0.3% |
| 30D | -0.4% | +4.5% | -4.9% | -1.9% |
| 3M | +8.2% | +22.8% | -14.5% | +0.7% |
| 6M | +15.3% | +43.4% | -28.1% | +1.6% |
| YTD | +16.5% | +64.1% | -47.6% | -2.5% |
| 1Y | +85.7% | +67.6% | +18.2% | +53.6% |
| 3Y | +277.9% | +53.3% | +224.6% | +208.8% |
| 5Y | +295.5% | +44.8% | +250.7% | +199.0% |
| All | +103.6% | +65.6% | +38.0% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling