+579.7%
CF vs AJG
+473.1%
+106.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -0.2% | -8.3% | +8.1% | +3.9% |
| 30D | +11.5% | -5.7% | +17.1% | +14.3% |
| 3M | +25.5% | +9.1% | +16.4% | +19.3% |
| 6M | +11.8% | +15.2% | -3.4% | +2.6% |
| YTD | +74.6% | -6.3% | +80.9% | +77.0% |
| 1Y | +57.7% | -19.1% | +76.8% | +72.7% |
| 3Y | +74.2% | +8.2% | +66.0% | +52.9% |
| 5Y | +223.8% | +75.6% | +148.2% | +95.0% |
| All | +579.7% | +473.1% | +106.6% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling