+3,201.2%
CSGP vs AJG
+5,682.2%
-2,480.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.2% |
| 7D | -3.2% | +3.4% | -6.5% | -4.6% |
| 30D | +2.2% | +21.5% | -19.2% | -6.0% |
| 3M | -3.7% | +12.3% | -15.9% | -8.2% |
| 6M | -7.4% | +43.0% | -50.4% | -20.7% |
| YTD | -54.9% | +10.2% | -65.1% | -57.0% |
| 1Y | -54.9% | +13.9% | -68.8% | -57.7% |
| 3Y | -61.9% | +17.2% | -79.1% | -65.6% |
| 5Y | -63.1% | +84.6% | -147.8% | -72.8% |
| 10Y | +65.1% | +545.1% | -479.9% | -29.3% |
| All | +3,201.2% | +5,682.2% | -2,480.9% | +605.8% |
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 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