+11,552.3%
AJG vs CP
+7,629.6%
+3,922.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -3.8% | +2.4% | -6.2% | -4.3% |
| 30D | +1.6% | -0.5% | +2.1% | +1.7% |
| 3M | +18.6% | +1.4% | +17.2% | +18.1% |
| 6M | +10.9% | +10.3% | +0.6% | +8.0% |
| YTD | -2.0% | +24.3% | -26.2% | -7.4% |
| 1Y | -14.9% | +20.4% | -35.4% | -19.1% |
| 3Y | +13.4% | +21.8% | -8.4% | +6.2% |
| 5Y | +83.2% | +31.5% | +51.7% | +67.5% |
| 10Y | +484.3% | +223.2% | +261.0% | +333.6% |
| All | +11,552.3% | +7,629.6% | +3,922.8% | +4,515.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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