+69.6%
CNP vs AJG
+74.4%
-4.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -1.4% | -8.3% | +6.9% | +0.8% |
| 30D | -2.9% | -5.7% | +2.7% | -1.6% |
| 3M | -7.5% | +9.1% | -16.6% | -10.2% |
| 6M | -7.9% | +15.2% | -23.1% | -12.2% |
| YTD | +3.7% | -6.3% | +10.0% | +4.9% |
| 1Y | +4.6% | -19.1% | +23.7% | +11.0% |
| 3Y | +49.1% | +8.2% | +40.9% | +39.7% |
| All | +69.6% | +74.4% | -4.8% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling