+2,245.9%
CLX vs AJG
+11,335.6%
-9,089.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.6% |
| 7D | -4.9% | -7.4% | +2.5% | -3.5% |
| 30D | -15.8% | -3.0% | -12.8% | -15.3% |
| 3M | -7.9% | +12.8% | -20.8% | -10.1% |
| 6M | -19.0% | +12.8% | -31.9% | -21.1% |
| YTD | -7.9% | -4.7% | -3.2% | -7.6% |
| 1Y | -25.4% | -17.2% | -8.2% | -23.2% |
| 3Y | -35.0% | +10.2% | -45.2% | -36.9% |
| 5Y | -36.8% | +76.9% | -113.7% | -44.1% |
| 10Y | -1.4% | +480.5% | -482.0% | -30.7% |
| All | +2,245.9% | +11,335.6% | -9,089.6% | +948.5% |
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