+32.6%
CMS vs AJG
+9.5%
+23.1%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.3% | -8.5% | +7.2% | +0.3% |
| 30D | -2.8% | -3.8% | +1.0% | -2.2% |
| 3M | -7.1% | +10.8% | -17.9% | -9.2% |
| 6M | -10.0% | +15.6% | -25.7% | -13.0% |
| YTD | -0.9% | -5.1% | +4.2% | +0.1% |
| 1Y | -2.0% | -16.0% | +14.0% | +2.2% |
| All | +32.6% | +9.5% | +23.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling