+49.3%
CCL vs AJG
+8.2%
+41.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | -3.2% | -8.3% | +5.0% | -1.8% |
| 30D | -17.8% | -5.7% | -12.1% | -17.0% |
| 3M | -18.7% | +9.1% | -27.8% | -20.3% |
| 6M | -11.4% | +15.2% | -26.6% | -14.3% |
| YTD | -24.3% | -6.3% | -18.0% | -23.2% |
| 1Y | -28.8% | -19.1% | -9.7% | -24.9% |
| 3Y | +49.3% | +8.2% | +41.1% | +39.7% |
| All | +49.3% | +8.2% | +41.1% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling