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  • CL vs AJG✓SelectedUSD · AJGCL vs AJG performance historyLatest closeAs of-0.41%09/08
Stock and ETF performance explorer

CL vs AJG

vs
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Portfolio return
+4,830.4%
AJG return
+11,671.2%
Excess return
-6,840.8%
Maximum drawdown
-34.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioAJGExcessAlpha
1D-0.4%-4.0%+3.6%+0.5%
7D-1.4%-3.8%+2.4%-0.5%
30D-5.2%+1.6%-6.8%-5.6%
3M+3.3%+18.6%-15.3%-0.7%
6M-4.4%+10.9%-15.3%-6.9%
YTD+13.9%-2.0%+15.9%+13.6%
1Y+7.6%-14.9%+22.6%+10.7%
3Y+29.6%+13.4%+16.2%+24.1%
5Y+28.1%+83.2%-55.2%+9.5%
10Y+53.4%+484.3%-430.9%+2.7%
All+4,830.4%+11,671.2%-6,840.8%+1,916.2%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling