-62.5%
CSGP vs TEVA
+360.1%
-422.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.1% |
| 7D | -1.8% | +5.6% | -7.4% | -2.7% |
| 30D | +5.3% | +4.5% | +0.7% | +4.4% |
| 3M | +3.3% | +21.5% | -18.2% | -0.2% |
| 6M | -4.7% | +20.3% | -24.9% | -8.1% |
| YTD | -53.5% | +37.7% | -91.2% | -56.6% |
| 1Y | -53.7% | +79.3% | -133.0% | -59.0% |
| 3Y | -59.7% | +390.0% | -449.7% | -73.8% |
| 5Y | -62.5% | +362.0% | -424.5% | -76.6% |
| All | -62.5% | +360.1% | -422.5% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling