+15.9%
AJG vs CLBK
+65.7%
-49.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +10.7% | +4.6% | +6.1% | +10.1% |
| 30D | +26.9% | -1.5% | +28.4% | +26.9% |
| 3M | +16.6% | +4.4% | +12.2% | +15.7% |
| 6M | +40.1% | +31.7% | +8.5% | +35.8% |
| YTD | +12.4% | +58.7% | -46.3% | +8.3% |
| 1Y | +15.9% | +64.9% | -48.9% | +11.3% |
| All | +15.9% | +65.7% | -49.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling