-63.1%
CSGP vs AJG
+84.1%
-147.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.3% |
| 7D | -3.2% | +3.4% | -6.5% | -4.8% |
| 30D | +2.2% | +21.5% | -19.2% | -7.3% |
| 3M | -3.7% | +12.3% | -15.9% | -9.1% |
| 6M | -7.4% | +43.0% | -50.4% | -22.0% |
| YTD | -54.9% | +10.2% | -65.1% | -57.6% |
| 1Y | -54.9% | +13.9% | -68.8% | -58.3% |
| 3Y | -61.9% | +17.2% | -79.1% | -67.8% |
| 5Y | -63.1% | +84.6% | -147.8% | -80.4% |
| All | -63.1% | +84.1% | -147.2% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling