+3,860.6%
CLS vs AJG
+74.4%
+3,786.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +6.5% |
| 7D | +10.9% | -8.3% | +19.2% | +10.6% |
| 30D | +2.1% | -5.7% | +7.8% | +1.8% |
| 3M | -10.2% | +9.1% | -19.3% | -10.4% |
| 6M | +30.4% | +15.2% | +15.2% | +29.7% |
| YTD | +17.2% | -6.3% | +23.5% | +18.7% |
| 1Y | +41.0% | -19.1% | +60.1% | +47.3% |
| 3Y | +1,338.0% | +8.2% | +1,329.7% | +1,143.0% |
| All | +3,860.6% | +74.4% | +3,786.2% | +2,071.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling