+11,036.6%
AJG vs CPB
+318.2%
+10,718.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -8.3% | -1.8% | -6.5% | -8.0% |
| 30D | -5.7% | -7.1% | +1.4% | -4.4% |
| 3M | +9.1% | -6.0% | +15.1% | +10.3% |
| 6M | +15.2% | -5.3% | +20.5% | +16.1% |
| YTD | -6.3% | -20.8% | +14.5% | -2.4% |
| 1Y | -19.1% | -33.8% | +14.7% | -12.8% |
| 3Y | +8.2% | -43.7% | +52.0% | +19.3% |
| 5Y | +75.6% | -40.7% | +116.4% | +90.3% |
| 10Y | +471.1% | -45.7% | +516.8% | +513.6% |
| All | +11,036.6% | +318.2% | +10,718.4% | +8,623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling