-54.9%
CSGP vs AIG
+10.1%
-65.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -4.0% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | +2.2% | +6.9% | -4.6% | +0.7% |
| 3M | -3.7% | +6.8% | -10.4% | -5.1% |
| 6M | -7.4% | +9.2% | -16.7% | -9.2% |
| YTD | -54.9% | -1.9% | -53.0% | -55.6% |
| 1Y | -54.9% | +9.7% | -64.5% | -55.8% |
| All | -54.9% | +10.1% | -65.0% | -55.8% |
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