+10.9%
CMG vs AJG
+19.3%
-8.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.4% | +3.8% |
| 7D | +22.5% | +10.7% | +11.8% | +18.2% |
| 30D | +14.1% | +26.9% | -12.8% | +5.0% |
| 3M | +4.1% | +16.6% | -12.5% | -1.3% |
| 6M | +10.1% | +40.1% | -30.1% | -2.8% |
| YTD | -4.9% | +12.4% | -17.3% | -10.8% |
| 1Y | +10.9% | +15.9% | -5.0% | +1.7% |
| All | +10.9% | +19.3% | -8.4% | +1.7% |
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