-65.8%
CSGP vs AJG
+83.9%
-149.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.4% | +0.3% |
| 7D | -5.1% | -4.0% | -1.1% | -3.2% |
| 30D | +0.3% | +1.3% | -1.0% | -0.3% |
| 3M | -9.1% | +18.3% | -27.5% | -16.0% |
| 6M | -37.3% | +10.6% | -47.9% | -40.3% |
| YTD | -54.9% | -2.2% | -52.7% | -54.9% |
| 1Y | -65.5% | -15.2% | -50.4% | -63.2% |
| 3Y | -63.3% | +13.1% | -76.4% | -69.0% |
| 5Y | -65.8% | +82.8% | -148.5% | -80.3% |
| All | -65.8% | +83.9% | -149.7% | -80.3% |
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