-3.3%
CF vs AJG
+39.9%
-43.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +1.5% |
| 7D | +5.4% | -3.8% | +9.1% | +5.7% |
| 30D | +6.5% | +19.1% | -12.5% | +4.0% |
| 3M | +4.6% | +8.8% | -4.2% | +3.3% |
| 6M | -3.3% | +41.3% | -44.6% | -7.4% |
| All | -3.3% | +39.9% | -43.2% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling