+65.1%
CSGP vs TEVA
+9.1%
+56.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -3.2% | +1.2% | -4.3% | -3.3% |
| 30D | +2.2% | +3.2% | -0.9% | +1.7% |
| 3M | -3.7% | +17.3% | -21.0% | -6.0% |
| 6M | -7.4% | +18.7% | -26.1% | -10.1% |
| YTD | -54.9% | +35.9% | -90.7% | -57.3% |
| 1Y | -54.9% | +74.8% | -129.7% | -58.9% |
| 3Y | -61.9% | +388.5% | -450.4% | -71.5% |
| 5Y | -63.1% | +351.1% | -414.2% | -72.7% |
| 10Y | +65.1% | +10.4% | +54.7% | +29.4% |
| All | +65.1% | +9.1% | +56.0% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling