+34.0%
CDE vs AJG
-17.2%
+51.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +0.8% |
| 7D | -3.1% | -8.3% | +5.2% | -5.5% |
| 30D | +9.5% | -5.7% | +15.1% | +7.5% |
| 3M | +25.5% | +9.1% | +16.4% | +29.9% |
| 6M | -7.9% | +15.2% | -23.1% | -2.7% |
| YTD | +15.6% | -6.3% | +21.8% | +19.5% |
| 1Y | +34.0% | -19.1% | +53.2% | +18.8% |
| All | +34.0% | -17.2% | +51.2% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling