+6,827.0%
TEVA vs CP
+7,629.6%
-802.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.6% | +2.4% | -0.9% | +0.9% |
| 30D | +4.0% | -0.5% | +4.5% | +4.0% |
| 3M | +10.5% | +1.4% | +9.1% | +9.9% |
| 6M | +18.4% | +10.3% | +8.1% | +14.9% |
| YTD | +17.8% | +24.3% | -6.5% | +10.6% |
| 1Y | +90.5% | +20.4% | +70.0% | +80.2% |
| 3Y | +282.1% | +21.8% | +260.3% | +258.3% |
| 5Y | +291.9% | +31.5% | +260.4% | +259.7% |
| 10Y | -24.9% | +223.2% | -248.1% | -43.7% |
| All | +6,827.0% | +7,629.6% | -802.5% | +2,072.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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