-7.9%
CDE vs AJG
+12.4%
-20.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +0.6% |
| 7D | -3.1% | -8.3% | +5.2% | -7.1% |
| 30D | +9.5% | -5.7% | +15.1% | +6.2% |
| 3M | +25.5% | +9.1% | +16.4% | +35.8% |
| 6M | -7.9% | +15.2% | -23.1% | +1.2% |
| All | -7.9% | +12.4% | -20.3% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling