+459.5%
AJG vs CRL
+256.1%
+203.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.6% |
| 7D | -8.3% | -3.5% | -4.7% | -7.6% |
| 30D | -5.7% | -2.1% | -3.5% | -5.3% |
| 3M | +9.1% | +48.0% | -38.9% | 0.0% |
| 6M | +15.2% | +64.7% | -49.5% | +2.3% |
| YTD | -6.3% | +39.5% | -45.8% | -14.0% |
| 1Y | -19.1% | +74.2% | -93.3% | -29.7% |
| 3Y | +8.2% | +39.4% | -31.1% | -6.4% |
| 5Y | +75.6% | -36.9% | +112.5% | +92.5% |
| All | +459.5% | +256.1% | +203.5% | +222.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling