+39.8%
CSGP vs TEVA
-24.5%
+64.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -6.9% | -0.7% | -6.2% | -6.8% |
| 30D | -5.2% | -0.4% | -4.9% | -5.2% |
| 3M | -13.8% | +8.2% | -22.1% | -15.0% |
| 6M | -36.3% | +15.3% | -51.7% | -38.1% |
| YTD | -56.1% | +16.5% | -72.6% | -57.5% |
| 1Y | -65.8% | +85.7% | -151.6% | -69.3% |
| 3Y | -64.3% | +277.9% | -342.1% | -72.2% |
| 5Y | -67.3% | +295.5% | -362.8% | -75.3% |
| All | +39.8% | -24.5% | +64.2% | +20.7% |
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