+462.4%
CMS vs AJG
+11,671.2%
-11,208.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.5% |
| 7D | +1.2% | -3.8% | +5.0% | +2.2% |
| 30D | -3.2% | +1.6% | -4.8% | -3.7% |
| 3M | -2.2% | +18.6% | -20.8% | -6.6% |
| 6M | -9.4% | +10.9% | -20.3% | -12.3% |
| YTD | +0.7% | -2.0% | +2.6% | +0.1% |
| 1Y | +0.4% | -14.9% | +15.3% | +3.3% |
| 3Y | +35.2% | +13.4% | +21.8% | +28.4% |
| 5Y | +24.1% | +83.2% | -59.1% | +3.6% |
| 10Y | +115.8% | +484.3% | -368.5% | +36.4% |
| All | +462.4% | +11,671.2% | -11,208.9% | +127.7% |
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 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