+1,528.1%
CCJ vs AJG
+6,185.5%
-4,657.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -3.2% | -8.5% | +5.3% | -0.9% |
| 30D | -1.3% | -3.8% | +2.4% | -0.4% |
| 3M | +2.5% | +10.8% | -8.3% | -1.3% |
| 6M | -18.9% | +15.6% | -34.5% | -23.3% |
| YTD | +6.5% | -5.1% | +11.6% | +5.8% |
| 1Y | +22.8% | -16.0% | +38.9% | +25.8% |
| 3Y | +164.5% | +9.7% | +154.7% | +145.9% |
| 5Y | +303.7% | +77.8% | +225.9% | +223.5% |
| 10Y | +1,064.0% | +478.2% | +585.8% | +565.8% |
| All | +1,528.1% | +6,185.5% | -4,657.4% | +539.1% |
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