-65.8%
CSGP vs AIG
+53.5%
-119.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -5.1% | -1.6% | -3.5% | -4.6% |
| 30D | +0.3% | -5.2% | +5.5% | +2.1% |
| 3M | -9.1% | +1.5% | -10.6% | -9.6% |
| 6M | -37.3% | -3.9% | -33.3% | -36.6% |
| YTD | -54.9% | -11.6% | -43.3% | -53.2% |
| 1Y | -65.5% | -2.9% | -62.6% | -65.6% |
| 3Y | -63.3% | +33.7% | -97.0% | -67.9% |
| 5Y | -65.8% | +52.7% | -118.4% | -72.0% |
| All | -65.8% | +53.5% | -119.3% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling