+3,264.4%
CSGP vs AJG
+5,259.5%
-1,995.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | -4.1% | -1.8% | -2.2% | -3.3% |
| 30D | +2.3% | +4.6% | -2.3% | +0.3% |
| 3M | -8.2% | +24.9% | -33.1% | -16.7% |
| 6M | -35.1% | +17.2% | -52.3% | -39.4% |
| YTD | -54.0% | +2.2% | -56.2% | -54.8% |
| 1Y | -65.3% | -11.5% | -53.8% | -63.8% |
| 3Y | -62.6% | +16.7% | -79.3% | -66.3% |
| 5Y | -64.8% | +89.6% | -154.4% | -74.4% |
| 10Y | +45.1% | +512.4% | -467.3% | -36.5% |
| All | +3,264.4% | +5,259.5% | -1,995.2% | +642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling