+219.8%
CB vs AJG
+473.1%
-253.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -0.7% | -8.3% | +7.6% | +4.8% |
| 30D | -1.2% | -5.7% | +4.5% | +2.2% |
| 3M | +3.8% | +9.1% | -5.3% | -2.6% |
| 6M | +5.8% | +15.2% | -9.5% | -4.9% |
| YTD | +9.4% | -6.3% | +15.7% | +11.7% |
| 1Y | +20.7% | -19.1% | +39.8% | +35.8% |
| 3Y | +70.1% | +8.2% | +61.8% | +51.1% |
| 5Y | +101.4% | +75.6% | +25.7% | +20.7% |
| All | +219.8% | +473.1% | -253.3% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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