-60.3%
CSGP vs AIG
+30.9%
-91.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.9% | -0.8% | -3.4% |
| 7D | +1.3% | -5.1% | +6.3% | +3.0% |
| 30D | +10.7% | +2.8% | +7.9% | +10.3% |
| 3M | +3.3% | -2.1% | +5.4% | +4.2% |
| 6M | -10.3% | +1.4% | -11.7% | -10.5% |
| YTD | -54.6% | -7.4% | -47.2% | -53.6% |
| 1Y | -54.6% | +4.4% | -59.1% | -55.4% |
| 3Y | -60.3% | +30.0% | -90.3% | -64.8% |
| All | -60.3% | +30.9% | -91.2% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling