+104.5%
TEVA vs CRL
+85.3%
+19.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.1% | +0.8% |
| 7D | +4.7% | -12.8% | +17.5% | +6.5% |
| 30D | +5.5% | +5.0% | +0.5% | +4.7% |
| 3M | +21.6% | +39.4% | -17.8% | +16.1% |
| 6M | +18.4% | +89.4% | -71.0% | +8.7% |
| YTD | +34.1% | +63.6% | -29.5% | +22.6% |
| 1Y | +104.5% | +83.5% | +21.1% | +98.2% |
| All | +104.5% | +85.3% | +19.2% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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