+237.8%
CF vs AJG
+77.5%
+160.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.4% |
| 7D | -0.8% | -7.4% | +6.6% | +0.8% |
| 30D | +14.3% | -3.0% | +17.2% | +14.9% |
| 3M | +27.9% | +12.8% | +15.0% | +24.3% |
| 6M | +25.5% | +12.8% | +12.7% | +21.8% |
| YTD | +81.2% | -4.7% | +85.9% | +83.0% |
| 1Y | +66.5% | -17.2% | +83.7% | +74.2% |
| 3Y | +76.7% | +10.2% | +66.5% | +64.8% |
| 5Y | +237.8% | +76.9% | +160.9% | +138.5% |
| All | +237.8% | +77.5% | +160.3% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling