+41.1%
CLS vs AJG
-12.9%
+54.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | -0.3% |
| 7D | +4.6% | -1.8% | +6.4% | +3.1% |
| 30D | -13.9% | +4.6% | -18.5% | -10.6% |
| 3M | -26.6% | +24.9% | -51.5% | -10.7% |
| 6M | +15.4% | +17.2% | -1.8% | +34.2% |
| YTD | +5.7% | +2.2% | +3.5% | +7.4% |
| 1Y | +41.1% | -11.5% | +52.6% | +20.7% |
| All | +41.1% | -12.9% | +54.0% | +20.7% |
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 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