+8.9%
CRCL vs AJG
-27.4%
+36.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -11.2% | -8.3% | -2.9% | -10.8% |
| 30D | +27.1% | -5.7% | +32.8% | +27.3% |
| 3M | +9.6% | +9.1% | +0.6% | +7.9% |
| 6M | -19.7% | +15.2% | -34.9% | -21.4% |
| YTD | +14.2% | -6.3% | +20.5% | +19.3% |
| 1Y | -32.2% | -19.1% | -13.1% | -20.4% |
| All | +8.9% | -27.4% | +36.3% | +44.3% |
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 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