+7.4%
CNH vs AJG
+8.2%
-0.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -5.7% | -8.3% | +2.6% | -5.2% |
| 30D | +26.6% | -5.7% | +32.2% | +27.1% |
| 3M | +31.1% | +9.1% | +22.0% | +30.9% |
| 6M | +24.9% | +15.2% | +9.7% | +24.2% |
| YTD | +48.7% | -6.3% | +55.0% | +51.8% |
| 1Y | +22.2% | -19.1% | +41.3% | +27.5% |
| 3Y | +7.4% | +8.2% | -0.8% | +5.6% |
| All | +7.4% | +8.2% | -0.8% | +5.6% |
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 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