+51.4%
CF vs AJG
+12.1%
+39.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +4.7% | +19.4% | -14.7% | +2.9% |
| 3M | +7.4% | +11.9% | -4.5% | +6.2% |
| 6M | +0.6% | +48.3% | -47.7% | -2.3% |
| YTD | +64.1% | +10.3% | +53.8% | +67.5% |
| 1Y | +51.4% | +11.5% | +39.9% | +53.6% |
| All | +51.4% | +12.1% | +39.3% | +53.6% |
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