-11.2%
CRM vs AJG
+16.2%
-27.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -3.7% | +7.4% | -11.1% | -6.9% |
| 30D | -1.1% | +25.3% | -26.5% | -11.3% |
| 3M | +15.5% | +15.1% | +0.4% | +7.3% |
| 6M | +19.5% | +40.8% | -21.4% | +2.4% |
| YTD | -15.5% | +12.3% | -27.8% | -23.7% |
| 1Y | -11.2% | +17.5% | -28.7% | -20.1% |
| All | -11.2% | +16.2% | -27.4% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling