+18.3%
AJG vs CPB
-0.2%
+18.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -5.0% |
| 7D | -4.0% | -8.2% | +4.2% | -0.7% |
| 30D | +1.3% | -5.6% | +6.9% | +3.4% |
| 3M | +18.3% | +3.0% | +15.4% | +15.6% |
| All | +18.3% | -0.2% | +18.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3mo: compounded portfolio wealth divided by compounded CPB 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…
3mo analysis · Full analysis span regression · Available span rolling