-65.8%
CSGP vs AJG
+84.4%
-150.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | +0.1% |
| 7D | -5.1% | -3.8% | -1.4% | -3.3% |
| 30D | +0.3% | +1.6% | -1.3% | -0.4% |
| 3M | -9.1% | +18.6% | -27.8% | -16.1% |
| 6M | -37.3% | +10.9% | -48.2% | -40.4% |
| YTD | -54.9% | -2.0% | -52.9% | -55.0% |
| 1Y | -65.5% | -14.9% | -50.6% | -63.3% |
| 3Y | -63.3% | +13.4% | -76.7% | -69.0% |
| 5Y | -65.8% | +83.2% | -149.0% | -80.3% |
| All | -65.8% | +84.4% | -150.2% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AJG 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling