-53.3%
CSGP vs AIG
+6.0%
-59.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.6% | +3.6% |
| 7D | +18.3% | +2.3% | +16.0% | +17.6% |
| 30D | +17.8% | +8.8% | +9.0% | +16.0% |
| 3M | +9.3% | +3.7% | +5.6% | +8.3% |
| 6M | -7.9% | +6.8% | -14.7% | -9.2% |
| YTD | -51.5% | -2.6% | -48.9% | -52.3% |
| 1Y | -53.3% | +3.7% | -57.0% | -54.1% |
| All | -53.3% | +6.0% | -59.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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