+288.8%
AJG vs CLBK
+65.6%
+223.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -8.5% | -1.4% | -7.1% | -8.2% |
| 30D | -3.8% | +4.5% | -8.3% | -4.8% |
| 3M | +10.8% | +22.8% | -12.0% | +5.3% |
| 6M | +15.6% | +43.4% | -27.8% | +5.6% |
| YTD | -5.1% | +64.1% | -69.2% | -16.4% |
| 1Y | -16.0% | +67.6% | -83.6% | -26.6% |
| 3Y | +9.7% | +53.3% | -43.5% | -4.8% |
| 5Y | +77.8% | +44.8% | +33.0% | +48.1% |
| All | +288.8% | +65.6% | +223.2% | +204.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling