-89.7%
CDE vs AJG
+11,150.2%
-11,239.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -3.1% | -8.3% | +5.2% | -1.3% |
| 30D | +9.5% | -5.7% | +15.1% | +10.8% |
| 3M | +25.5% | +9.1% | +16.4% | +22.2% |
| 6M | -7.9% | +15.2% | -23.1% | -12.0% |
| YTD | +15.6% | -6.3% | +21.8% | +15.6% |
| 1Y | +34.0% | -19.1% | +53.2% | +38.4% |
| 3Y | +791.9% | +8.2% | +783.7% | +750.2% |
| 5Y | +197.7% | +75.6% | +122.1% | +152.2% |
| 10Y | +55.0% | +471.1% | -416.1% | +6.4% |
| All | -89.7% | +11,150.2% | -11,239.9% | -93.0% |
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