+3,458.4%
CLS vs AJG
+4,813.2%
-1,354.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.2% |
| 7D | +20.1% | -7.4% | +27.5% | +23.5% |
| 30D | +6.0% | -3.0% | +9.0% | +6.8% |
| 3M | -10.3% | +12.8% | -23.1% | -15.8% |
| 6M | +24.5% | +12.8% | +11.7% | +15.5% |
| YTD | +12.9% | -4.7% | +17.6% | +10.7% |
| 1Y | +36.7% | -17.2% | +53.9% | +40.2% |
| 3Y | +1,328.1% | +10.2% | +1,317.9% | +1,146.3% |
| 5Y | +3,682.3% | +76.9% | +3,605.4% | +2,535.1% |
| 10Y | +3,038.3% | +480.5% | +2,557.8% | +1,220.4% |
| All | +3,458.4% | +4,813.2% | -1,354.8% | +554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling