+11,220.1%
AJG vs CCEP
+6,741.8%
+4,478.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.4% |
| 7D | -7.4% | -3.7% | -3.7% | -6.8% |
| 30D | -3.0% | -2.1% | -0.9% | -2.6% |
| 3M | +12.8% | +7.2% | +5.7% | +11.5% |
| 6M | +12.8% | +3.3% | +9.6% | +12.1% |
| YTD | -4.7% | +15.7% | -20.4% | -7.3% |
| 1Y | -17.2% | +16.6% | -33.8% | -19.6% |
| 3Y | +10.2% | +84.3% | -74.1% | -1.3% |
| 5Y | +76.9% | +109.0% | -32.1% | +54.4% |
| 10Y | +480.5% | +238.1% | +242.4% | +365.4% |
| All | +11,220.1% | +6,741.8% | +4,478.3% | +6,606.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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