-66.4%
CSGP vs AJG
-17.1%
-49.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -1.2% |
| 7D | -5.4% | -7.4% | +2.0% | -2.0% |
| 30D | -6.0% | -3.0% | -3.1% | -4.7% |
| 3M | -12.8% | +12.8% | -25.7% | -16.3% |
| 6M | -38.9% | +12.8% | -51.8% | -41.8% |
| YTD | -56.0% | -4.7% | -51.3% | -57.2% |
| 1Y | -66.4% | -17.2% | -49.2% | -66.5% |
| All | -66.4% | -17.1% | -49.3% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling