+5,591.2%
CF vs AJG
+1,877.8%
+3,713.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.9% |
| 7D | +4.8% | +0.5% | +4.3% | +4.5% |
| 30D | +4.7% | +19.4% | -14.7% | -4.4% |
| 3M | +7.4% | +11.9% | -4.5% | +0.6% |
| 6M | +0.6% | +48.3% | -47.7% | -18.8% |
| YTD | +64.1% | +10.3% | +53.8% | +52.0% |
| 1Y | +51.4% | +11.5% | +39.9% | +39.3% |
| 3Y | +67.8% | +17.5% | +50.3% | +44.1% |
| 5Y | +114.1% | +79.8% | +34.4% | +41.1% |
| 10Y | +480.1% | +541.5% | -61.4% | +88.8% |
| All | +5,591.2% | +1,877.8% | +3,713.4% | +996.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling