+870.1%
CCI vs AJG
+5,481.7%
-4,611.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -4.4% | -8.5% | +4.1% | -1.4% |
| 30D | +0.3% | -3.8% | +4.1% | +1.6% |
| 3M | -20.0% | +10.8% | -30.8% | -23.1% |
| 6M | -14.5% | +15.6% | -30.1% | -19.4% |
| YTD | -14.9% | -5.1% | -9.7% | -14.4% |
| 1Y | -17.7% | -16.0% | -1.6% | -13.8% |
| 3Y | -12.4% | +9.7% | -22.1% | -17.6% |
| 5Y | -50.1% | +77.8% | -127.9% | -60.8% |
| 10Y | +20.4% | +478.2% | -457.8% | -36.9% |
| All | +870.1% | +5,481.7% | -4,611.6% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling