+77.4%
AJG vs CPB
-41.1%
+118.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.5% |
| 7D | -8.5% | -5.4% | -3.1% | -7.5% |
| 30D | -3.8% | -7.8% | +4.1% | -2.3% |
| 3M | +10.8% | -6.9% | +17.8% | +12.1% |
| 6M | +15.6% | -12.2% | +27.8% | +18.0% |
| YTD | -5.1% | -21.1% | +15.9% | -1.6% |
| 1Y | -16.0% | -33.5% | +17.5% | -10.1% |
| 3Y | +9.7% | -43.2% | +52.9% | +19.6% |
| All | +77.4% | -41.1% | +118.5% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling