+97.9%
CVE vs AJG
-17.2%
+115.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.6% | -8.5% | +10.2% | +1.1% |
| 30D | +11.7% | -3.8% | +15.5% | +11.5% |
| 3M | +18.2% | +10.8% | +7.4% | +18.6% |
| 6M | +48.8% | +15.6% | +33.2% | +49.2% |
| YTD | +99.4% | -5.1% | +104.5% | +97.7% |
| 1Y | +97.9% | -16.0% | +113.9% | +98.9% |
| All | +97.9% | -17.2% | +115.1% | +98.9% |
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