-11.5%
AJG vs CRL
+78.8%
-90.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.7% |
| 30D | +4.6% | +10.7% | -6.0% | +3.2% |
| 3M | +24.9% | +55.3% | -30.4% | +17.7% |
| 6M | +17.2% | +60.7% | -43.5% | +9.9% |
| YTD | +2.2% | +44.6% | -42.5% | -3.6% |
| 1Y | -11.5% | +77.7% | -89.3% | -17.7% |
| All | -11.5% | +78.8% | -90.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling