+3,194.7%
CSGP vs AJG
+5,669.1%
-2,474.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -7.1% | -2.2% | -4.9% | -6.1% |
| 30D | +3.6% | +20.6% | -16.9% | -4.4% |
| 3M | -2.7% | +11.5% | -14.3% | -7.1% |
| 6M | -8.0% | +42.9% | -50.9% | -21.2% |
| YTD | -55.0% | +10.0% | -64.9% | -57.1% |
| 1Y | -55.8% | +11.9% | -67.6% | -58.2% |
| 3Y | -62.0% | +16.9% | -78.9% | -65.7% |
| 5Y | -62.9% | +82.5% | -145.4% | -72.6% |
| 10Y | +62.6% | +539.4% | -476.8% | -30.1% |
| All | +3,194.7% | +5,669.1% | -2,474.4% | +605.1% |
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