+0.6%
CF vs AJG
+46.1%
-45.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +2.6% |
| 3M | +7.4% | +11.9% | -4.5% | +5.9% |
| 6M | +0.6% | +48.3% | -47.7% | -1.2% |
| All | +0.6% | +46.1% | -45.5% | -1.2% |
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