+11.8%
CRM vs AJG
+8.2%
+3.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.2% | +2.3% |
| 7D | -4.4% | -8.3% | +3.8% | -1.8% |
| 30D | +28.1% | -5.7% | +33.8% | +30.2% |
| 3M | +48.8% | +9.1% | +39.7% | +45.5% |
| 6M | +28.3% | +15.2% | +13.0% | +23.5% |
| YTD | -6.0% | -6.3% | +0.3% | -6.0% |
| 1Y | +1.4% | -19.1% | +20.6% | +4.6% |
| 3Y | +11.8% | +8.2% | +3.6% | +2.4% |
| All | +11.8% | +8.2% | +3.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling