+75.2%
AJG vs CRL
-37.1%
+112.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.2% | -1.5% |
| 7D | -8.3% | -3.5% | -4.7% | -7.8% |
| 30D | -5.7% | -2.1% | -3.5% | -5.4% |
| 3M | +9.1% | +48.0% | -38.9% | +3.8% |
| 6M | +15.2% | +64.7% | -49.5% | +7.7% |
| YTD | -6.3% | +39.5% | -45.8% | -10.7% |
| 1Y | -19.1% | +74.2% | -93.3% | -25.2% |
| 3Y | +8.2% | +39.4% | -31.1% | 0.0% |
| All | +75.2% | -37.1% | +112.4% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling