+69.0%
CIFR vs AJG
-17.2%
+86.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +4.5% |
| 7D | -5.0% | -8.3% | +3.3% | -12.8% |
| 30D | -5.7% | -5.7% | 0.0% | -10.4% |
| 3M | -25.5% | +9.1% | -34.6% | -19.4% |
| 6M | +19.4% | +15.2% | +4.2% | +34.9% |
| YTD | +14.2% | -6.3% | +20.5% | +17.3% |
| 1Y | +69.0% | -19.1% | +88.1% | +104.3% |
| All | +69.0% | -17.2% | +86.2% | +104.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling