+19,339.2%
CMI vs AJG
+11,150.2%
+8,189.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.7% |
| 7D | -0.7% | -8.3% | +7.6% | +2.4% |
| 30D | -12.4% | -5.7% | -6.7% | -10.8% |
| 3M | -14.8% | +9.1% | -23.9% | -18.7% |
| 6M | +0.8% | +15.2% | -14.4% | -6.7% |
| YTD | +10.2% | -6.3% | +16.5% | +9.7% |
| 1Y | +37.4% | -19.1% | +56.5% | +44.1% |
| 3Y | +153.3% | +8.2% | +145.1% | +132.5% |
| 5Y | +167.6% | +75.6% | +92.0% | +100.4% |
| 10Y | +514.4% | +471.1% | +43.2% | +192.3% |
| All | +19,339.2% | +11,150.2% | +8,189.0% | +4,178.9% |
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