+22.4%
CCI vs AJG
+473.1%
-450.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.9% |
| 7D | -0.3% | -8.3% | +8.0% | +3.4% |
| 30D | +2.2% | -5.7% | +7.9% | +4.6% |
| 3M | -16.9% | +9.1% | -26.0% | -20.5% |
| 6M | -11.5% | +15.2% | -26.8% | -17.8% |
| YTD | -12.8% | -6.3% | -6.5% | -11.7% |
| 1Y | -17.1% | -19.1% | +2.0% | -10.3% |
| 3Y | -9.6% | +8.2% | -17.9% | -17.1% |
| 5Y | -48.9% | +75.6% | -124.6% | -64.2% |
| All | +22.4% | +473.1% | -450.7% | -42.0% |
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