+4,534.0%
CNC vs AJG
+1,320.0%
+3,213.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -0.9% | -8.3% | +7.3% | +3.1% |
| 30D | -1.0% | -5.7% | +4.7% | +1.6% |
| 3M | +4.5% | +9.1% | -4.5% | -0.5% |
| 6M | +85.2% | +15.2% | +70.0% | +70.6% |
| YTD | +61.4% | -6.3% | +67.7% | +63.8% |
| 1Y | +94.9% | -19.1% | +114.0% | +111.4% |
| 3Y | 0.0% | +8.2% | -8.2% | -6.7% |
| 5Y | +11.2% | +75.6% | -64.4% | -18.9% |
| 10Y | +98.7% | +471.1% | -372.4% | -17.8% |
| All | +4,534.0% | +1,320.0% | +3,213.9% | +1,070.6% |
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