-63.0%
CSGP vs AJG
+18.2%
-81.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -4.1% | -1.8% | -2.2% | -3.5% |
| 30D | +2.3% | +4.6% | -2.3% | +0.8% |
| 3M | -8.2% | +24.9% | -33.1% | -13.5% |
| 6M | -35.1% | +17.2% | -52.3% | -38.2% |
| YTD | -54.0% | +2.2% | -56.2% | -55.3% |
| 1Y | -65.3% | -11.5% | -53.8% | -65.4% |
| All | -63.0% | +18.2% | -81.2% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling