+238.9%
CRM vs AJG
+473.1%
-234.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.6% |
| 7D | -4.4% | -8.3% | +3.8% | +0.2% |
| 30D | +28.1% | -5.7% | +33.8% | +32.0% |
| 3M | +48.8% | +9.1% | +39.7% | +41.6% |
| 6M | +28.3% | +15.2% | +13.0% | +18.1% |
| YTD | -6.0% | -6.3% | +0.3% | -3.8% |
| 1Y | +1.4% | -19.1% | +20.6% | +11.9% |
| 3Y | +11.8% | +8.2% | +3.6% | -0.9% |
| 5Y | -2.0% | +75.6% | -77.7% | -37.8% |
| All | +238.9% | +473.1% | -234.2% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling