+75.5%
CVE vs AJG
+12.1%
+63.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.6% | +2.5% |
| 7D | +0.2% | -3.8% | +4.0% | +0.2% |
| 30D | +17.5% | +1.6% | +15.9% | +17.4% |
| 3M | +16.2% | +18.6% | -2.4% | +15.8% |
| 6M | +47.8% | +10.9% | +36.9% | +47.2% |
| YTD | +98.5% | -2.0% | +100.4% | +98.4% |
| 1Y | +109.8% | -14.9% | +124.7% | +111.6% |
| 3Y | +75.5% | +13.4% | +62.0% | +80.4% |
| All | +75.5% | +12.1% | +63.4% | +80.4% |
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