-59.7%
CSGP vs AIG
+35.3%
-95.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.2% | +1.5% |
| 7D | -1.8% | -3.4% | +1.5% | -0.7% |
| 30D | +5.3% | +3.4% | +1.9% | +4.6% |
| 3M | +3.3% | +1.7% | +1.6% | +3.0% |
| 6M | -4.7% | +5.7% | -10.3% | -6.0% |
| YTD | -53.5% | -5.1% | -48.4% | -52.9% |
| 1Y | -53.7% | +6.1% | -59.8% | -54.7% |
| 3Y | -59.7% | +35.5% | -95.2% | -65.7% |
| All | -59.7% | +35.3% | -95.1% | -65.7% |
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 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