+626.9%
CEG vs AJG
+63.6%
+563.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -1.3% |
| 7D | +1.3% | -7.4% | +8.7% | +2.5% |
| 30D | +8.8% | -3.0% | +11.8% | +9.2% |
| 3M | +17.0% | +12.8% | +4.1% | +13.5% |
| 6M | -8.7% | +12.8% | -21.6% | -11.7% |
| YTD | -16.4% | -4.7% | -11.7% | -15.7% |
| 1Y | -1.8% | -17.2% | +15.4% | +3.6% |
| 3Y | +175.8% | +10.2% | +165.6% | +148.1% |
| All | +626.9% | +63.6% | +563.3% | +445.3% |
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