+2,553.5%
AJG vs CRL
+1,327.4%
+1,226.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -7.4% | -4.6% | -2.8% | -6.6% |
| 30D | -3.0% | +0.5% | -3.5% | -3.1% |
| 3M | +12.8% | +46.6% | -33.8% | +4.8% |
| 6M | +12.8% | +57.3% | -44.4% | +2.7% |
| YTD | -4.7% | +39.5% | -44.3% | -11.6% |
| 1Y | -17.2% | +76.9% | -94.1% | -26.8% |
| 3Y | +10.2% | +39.4% | -29.2% | -2.5% |
| 5Y | +76.9% | -37.2% | +114.1% | +80.3% |
| 10Y | +480.5% | +253.4% | +227.1% | +313.3% |
| All | +2,553.5% | +1,327.4% | +1,226.1% | +1,449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling