+65.2%
CSGP vs AIG
+71.9%
-6.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.9% | -0.8% | -3.5% |
| 7D | +1.3% | -5.1% | +6.3% | +2.9% |
| 30D | +10.7% | +2.8% | +7.9% | +10.0% |
| 3M | +3.3% | -2.1% | +5.4% | +4.1% |
| 6M | -10.3% | +1.4% | -11.7% | -10.6% |
| YTD | -54.6% | -7.4% | -47.2% | -53.7% |
| 1Y | -54.6% | +4.4% | -59.1% | -55.5% |
| 3Y | -60.3% | +30.0% | -90.3% | -63.9% |
| 5Y | -63.3% | +47.9% | -111.2% | -68.3% |
| All | +65.2% | +71.9% | -6.7% | +20.7% |
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