+1,323.2%
CRS vs AJG
+473.1%
+850.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.3% |
| 7D | -6.8% | -8.3% | +1.5% | -1.2% |
| 30D | -16.1% | -5.7% | -10.5% | -13.4% |
| 3M | -21.2% | +9.1% | -30.3% | -28.1% |
| 6M | +8.7% | +15.2% | -6.5% | -6.0% |
| YTD | +41.0% | -6.3% | +47.3% | +40.3% |
| 1Y | +82.7% | -19.1% | +101.8% | +103.1% |
| 3Y | +604.8% | +8.2% | +596.6% | +476.1% |
| 5Y | +1,384.7% | +75.6% | +1,309.1% | +645.9% |
| All | +1,323.2% | +473.1% | +850.1% | +132.5% |
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