+260.3%
TEVA vs CRL
+1,327.4%
-1,067.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -1.7% | -4.6% | +2.9% | -0.6% |
| 30D | +2.0% | +0.5% | +1.5% | +1.8% |
| 3M | +7.0% | +46.6% | -39.6% | -3.3% |
| 6M | +17.0% | +57.3% | -40.3% | +3.1% |
| YTD | +18.1% | +39.5% | -21.5% | +6.6% |
| 1Y | +87.2% | +76.9% | +10.4% | +57.9% |
| 3Y | +283.1% | +39.4% | +243.7% | +226.5% |
| 5Y | +298.4% | -37.2% | +335.5% | +306.7% |
| 10Y | -23.4% | +253.4% | -276.9% | -49.9% |
| All | +260.3% | +1,327.4% | -1,067.2% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling