+3,388.4%
CSGP vs AIG
-86.5%
+3,474.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.5% |
| 7D | +13.9% | -0.6% | +14.5% | +14.0% |
| 30D | +16.0% | +7.7% | +8.2% | +14.7% |
| 3M | +6.1% | +1.7% | +4.4% | +5.9% |
| 6M | -8.2% | +4.5% | -12.7% | -8.8% |
| YTD | -52.3% | -3.6% | -48.8% | -52.1% |
| 1Y | -54.5% | +8.7% | -63.2% | -55.2% |
| 3Y | -58.6% | +35.7% | -94.3% | -60.7% |
| 5Y | -61.5% | +53.9% | -115.4% | -64.4% |
| 10Y | +74.7% | +81.5% | -6.9% | +51.4% |
| All | +3,388.4% | -86.5% | +3,474.9% | +3,234.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling