+4,830.4%
CL vs AJG
+11,671.2%
-6,840.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 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