+3.2%
CSGP vs AJG
+20.7%
-17.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +0.2% |
| 7D | +1.3% | +0.5% | +0.9% | +0.6% |
| 30D | +2.8% | +19.4% | -16.5% | -19.5% |
| All | +3.2% | +20.7% | -17.5% | -21.2% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling