+3,264.4%
CSGP vs AIG
-87.3%
+3,351.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -4.1% | -0.9% | -3.1% | -3.9% |
| 30D | +2.3% | -4.9% | +7.2% | +3.1% |
| 3M | -8.2% | +4.5% | -12.6% | -8.8% |
| 6M | -35.1% | -1.4% | -33.6% | -35.0% |
| YTD | -54.0% | -9.8% | -44.2% | -53.4% |
| 1Y | -65.3% | -4.5% | -60.8% | -65.2% |
| 3Y | -62.6% | +37.4% | -100.0% | -64.6% |
| 5Y | -64.8% | +55.0% | -119.8% | -67.5% |
| 10Y | +45.1% | +63.7% | -18.6% | +27.6% |
| All | +3,264.4% | -87.3% | +3,351.7% | +3,146.9% |
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