-54.8%
CSGP vs TEVA
+71.2%
-126.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +2.9% |
| 7D | +1.3% | +4.4% | -3.1% | +1.5% |
| 30D | +2.8% | +9.3% | -6.5% | +3.1% |
| 3M | -6.3% | +21.9% | -28.2% | -5.6% |
| 6M | -3.2% | +22.8% | -25.9% | -2.8% |
| YTD | -54.0% | +42.6% | -96.5% | -54.3% |
| 1Y | -54.8% | +74.2% | -129.1% | -55.8% |
| All | -54.8% | +71.2% | -126.0% | -55.8% |
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