+357.2%
CFG vs AJG
+599.1%
-241.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +1.6% |
| 7D | +2.7% | -3.8% | +6.5% | +5.3% |
| 30D | -3.7% | +1.6% | -5.3% | -5.1% |
| 3M | +9.5% | +18.6% | -9.2% | -4.3% |
| 6M | +22.2% | +10.9% | +11.4% | +10.9% |
| YTD | +22.3% | -2.0% | +24.3% | +19.8% |
| 1Y | +39.4% | -14.9% | +54.4% | +50.9% |
| 3Y | +188.5% | +13.4% | +175.1% | +134.6% |
| 5Y | +101.5% | +83.2% | +18.3% | +2.0% |
| 10Y | +308.6% | +484.3% | -175.6% | -22.6% |
| All | +357.2% | +599.1% | -241.9% | -21.7% |
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