-21.9%
CLX vs AJG
-12.9%
-9.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -9.2% | -1.8% | -7.4% | -8.9% |
| 30D | -11.0% | +4.6% | -15.7% | -11.7% |
| 3M | +5.0% | +24.9% | -19.9% | +2.0% |
| 6M | -18.8% | +17.2% | -36.0% | -20.8% |
| YTD | -4.4% | +2.2% | -6.6% | -4.1% |
| 1Y | -21.9% | -11.5% | -10.3% | -20.1% |
| All | -21.9% | -12.9% | -9.0% | -20.1% |
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 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