-4.5%
CRS vs AJG
+19.3%
-23.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.0% | -0.1% |
| 7D | +4.3% | +10.7% | -6.4% | +7.3% |
| 30D | -25.5% | +26.9% | -52.4% | -20.9% |
| 3M | -48.7% | +16.6% | -65.3% | -46.3% |
| 6M | -31.6% | +40.1% | -71.8% | -27.6% |
| YTD | -7.0% | +12.4% | -19.5% | -0.2% |
| 1Y | -4.5% | +15.9% | -20.4% | -0.1% |
| All | -4.5% | +19.3% | -23.8% | -0.1% |
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