+6.9%
CMG vs AJG
+12.4%
-5.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -2.1% | -8.3% | +6.2% | +0.7% |
| 30D | +10.9% | -5.7% | +16.6% | +13.0% |
| 3M | +15.8% | +9.1% | +6.8% | +9.7% |
| 6M | +6.9% | +15.2% | -8.3% | -1.0% |
| All | +6.9% | +12.4% | -5.5% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling