+80.8%
CF vs AJG
+10.0%
+70.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.1% |
| 7D | -0.8% | -7.4% | +6.6% | 0.0% |
| 30D | +14.3% | -3.0% | +17.2% | +14.6% |
| 3M | +27.9% | +12.8% | +15.0% | +26.5% |
| 6M | +25.5% | +12.8% | +12.7% | +24.3% |
| YTD | +81.2% | -4.7% | +85.9% | +82.9% |
| 1Y | +66.5% | -17.2% | +83.7% | +70.4% |
| All | +80.8% | +10.0% | +70.8% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling