+346.2%
CVE vs AJG
+77.5%
+268.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | +2.0% | -7.4% | +9.4% | +3.3% |
| 30D | +13.2% | -3.0% | +16.2% | +13.6% |
| 3M | +21.7% | +12.8% | +8.8% | +18.2% |
| 6M | +48.4% | +12.8% | +35.5% | +43.8% |
| YTD | +100.1% | -4.7% | +104.9% | +100.8% |
| 1Y | +107.8% | -17.2% | +125.0% | +116.2% |
| 3Y | +76.9% | +10.2% | +66.7% | +63.4% |
| 5Y | +346.2% | +76.9% | +269.3% | +220.0% |
| All | +346.2% | +77.5% | +268.7% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling