+62.1%
CNH vs AJG
+624.9%
-562.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +3.7% |
| 7D | +1.8% | -7.4% | +9.2% | +6.0% |
| 30D | +32.6% | -3.0% | +35.6% | +34.8% |
| 3M | +29.4% | +12.8% | +16.6% | +19.8% |
| 6M | +26.0% | +12.8% | +13.1% | +15.3% |
| YTD | +52.2% | -4.7% | +57.0% | +52.5% |
| 1Y | +23.9% | -17.2% | +41.1% | +34.2% |
| 3Y | +10.1% | +10.2% | -0.1% | -6.0% |
| 5Y | +13.2% | +76.9% | -63.8% | -32.9% |
| 10Y | +160.7% | +480.5% | -319.9% | -37.4% |
| All | +62.1% | +624.9% | -562.7% | -68.1% |
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