-65.3%
CSGP vs TEVA
+93.8%
-159.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.5% |
| 7D | -4.1% | -0.2% | -3.8% | -4.1% |
| 30D | +2.3% | +4.7% | -2.4% | +2.5% |
| 3M | -8.2% | +5.6% | -13.8% | -8.1% |
| 6M | -35.1% | +10.5% | -45.5% | -34.9% |
| YTD | -54.0% | +16.5% | -70.5% | -54.2% |
| 1Y | -65.3% | +96.8% | -162.1% | -65.5% |
| All | -65.3% | +93.8% | -159.1% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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