-25.0%
TEVA vs CRL
+256.1%
-281.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.4% |
| 7D | +2.0% | -3.5% | +5.6% | +3.1% |
| 30D | +1.0% | -2.1% | +3.1% | +1.6% |
| 3M | +7.3% | +48.0% | -40.6% | -5.6% |
| 6M | +21.7% | +64.7% | -43.0% | +2.6% |
| YTD | +18.8% | +39.5% | -20.7% | +4.7% |
| 1Y | +86.5% | +74.2% | +12.3% | +51.1% |
| 3Y | +269.4% | +39.4% | +230.1% | +199.0% |
| 5Y | +303.6% | -36.9% | +340.5% | +336.7% |
| All | -25.0% | +256.1% | -281.0% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling