+425.9%
CORZ vs AJG
+4.0%
+421.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.6% | -4.2% |
| 7D | +7.6% | -7.4% | +15.0% | +5.3% |
| 30D | -6.9% | -3.0% | -4.0% | -7.6% |
| 3M | -33.0% | +12.8% | -45.9% | -31.8% |
| 6M | +19.3% | +12.8% | +6.5% | +22.3% |
| YTD | +24.2% | -4.7% | +29.0% | +27.6% |
| 1Y | +24.5% | -17.2% | +41.7% | +31.6% |
| All | +425.9% | +4.0% | +421.8% | +458.7% |
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