+95.2%
CNC vs AJG
+473.1%
-377.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -0.9% | -8.3% | +7.3% | +3.2% |
| 30D | -1.0% | -5.7% | +4.7% | +1.7% |
| 3M | +4.5% | +9.1% | -4.5% | -0.7% |
| 6M | +85.2% | +15.2% | +70.0% | +69.8% |
| YTD | +61.4% | -6.3% | +67.7% | +64.4% |
| 1Y | +94.9% | -19.1% | +114.0% | +113.3% |
| 3Y | 0.0% | +8.2% | -8.2% | -7.3% |
| 5Y | +11.2% | +75.6% | -64.4% | -22.7% |
| All | +95.2% | +473.1% | -377.9% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling