+60.0%
CSGP vs AIG
+67.5%
-7.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +1.3% | +6.6% | -5.2% | -0.7% |
| 30D | +2.8% | +7.0% | -4.2% | +0.9% |
| 3M | -6.3% | +9.7% | -16.0% | -8.8% |
| 6M | -3.2% | +10.8% | -14.0% | -6.1% |
| YTD | -54.0% | -1.3% | -52.7% | -54.0% |
| 1Y | -54.8% | +8.4% | -63.2% | -56.1% |
| 3Y | -60.6% | +39.0% | -99.6% | -64.8% |
| 5Y | -62.6% | +59.6% | -122.2% | -68.5% |
| All | +60.0% | +67.5% | -7.5% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling