-67.0%
CSGP vs TEVA
+294.1%
-361.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -5.4% | -1.7% | -3.7% | -5.1% |
| 30D | -6.0% | +2.0% | -8.0% | -6.4% |
| 3M | -12.8% | +7.0% | -19.8% | -14.0% |
| 6M | -38.9% | +17.0% | -55.9% | -41.0% |
| YTD | -56.0% | +18.1% | -74.1% | -57.7% |
| 1Y | -66.4% | +87.2% | -153.7% | -70.7% |
| 3Y | -64.2% | +283.1% | -347.2% | -75.1% |
| 5Y | -67.0% | +298.4% | -365.4% | -79.0% |
| All | -67.0% | +294.1% | -361.1% | -79.0% |
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