-60.6%
CSGP vs AJG
+17.5%
-78.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +2.0% |
| 7D | +1.3% | +0.5% | +0.9% | +1.1% |
| 30D | +2.8% | +19.4% | -16.5% | -3.4% |
| 3M | -6.3% | +11.9% | -18.2% | -10.1% |
| 6M | -3.2% | +48.3% | -51.4% | -13.0% |
| YTD | -54.0% | +10.3% | -64.3% | -56.7% |
| 1Y | -54.8% | +11.5% | -66.3% | -57.6% |
| 3Y | -60.6% | +17.5% | -78.1% | -62.8% |
| All | -60.6% | +17.5% | -78.1% | -62.8% |
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