+6,889.2%
TEVA vs CPB
+318.2%
+6,571.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +2.0% | -1.8% | +3.8% | +2.3% |
| 30D | +1.0% | -7.1% | +8.0% | +2.2% |
| 3M | +7.3% | -6.0% | +13.4% | +8.2% |
| 6M | +21.7% | -5.3% | +27.0% | +22.4% |
| YTD | +18.8% | -20.8% | +39.7% | +23.1% |
| 1Y | +86.5% | -33.8% | +120.3% | +99.3% |
| 3Y | +269.4% | -43.7% | +313.2% | +301.3% |
| 5Y | +303.6% | -40.7% | +344.3% | +329.8% |
| 10Y | -22.9% | -45.7% | +22.8% | -19.1% |
| All | +6,889.2% | +318.2% | +6,571.1% | +4,218.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling