-25.0%
TEVA vs CPB
-45.3%
+20.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.0% | -1.8% | +3.8% | +2.2% |
| 30D | +1.0% | -7.1% | +8.0% | +1.7% |
| 3M | +7.3% | -6.0% | +13.4% | +7.9% |
| 6M | +21.7% | -5.3% | +27.0% | +22.2% |
| YTD | +18.8% | -20.8% | +39.7% | +21.4% |
| 1Y | +86.5% | -33.8% | +120.3% | +94.4% |
| 3Y | +269.4% | -43.7% | +313.2% | +288.1% |
| 5Y | +303.6% | -40.7% | +344.3% | +317.9% |
| All | -25.0% | -45.3% | +20.3% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling