+99.5%
CFG vs AJG
+75.6%
+23.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.7% | -8.5% | +6.8% | +1.2% |
| 30D | -4.6% | -3.8% | -0.8% | -3.5% |
| 3M | +7.9% | +10.8% | -2.9% | +3.1% |
| 6M | +19.9% | +15.6% | +4.2% | +12.4% |
| YTD | +21.7% | -5.1% | +26.8% | +22.7% |
| 1Y | +38.4% | -16.0% | +54.5% | +47.2% |
| 3Y | +187.0% | +9.7% | +177.3% | +159.3% |
| 5Y | +99.5% | +77.8% | +21.7% | +30.8% |
| All | +99.5% | +75.6% | +23.9% | +30.8% |
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