+776.5%
CCL vs AJG
+11,335.6%
-10,559.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.9% |
| 7D | -4.4% | -7.4% | +3.0% | -1.2% |
| 30D | -18.2% | -3.0% | -15.2% | -17.3% |
| 3M | -17.7% | +12.8% | -30.6% | -22.7% |
| 6M | -13.0% | +12.8% | -25.8% | -18.8% |
| YTD | -24.5% | -4.7% | -19.7% | -24.4% |
| 1Y | -26.9% | -17.2% | -9.7% | -22.5% |
| 3Y | +50.8% | +10.2% | +40.6% | +37.9% |
| 5Y | -0.9% | +76.9% | -77.8% | -26.0% |
| 10Y | -41.7% | +480.5% | -522.2% | -70.9% |
| All | +776.5% | +11,335.6% | -10,559.1% | +133.1% |
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