+5.6%
CVS vs AJG
+19.3%
-13.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.5% | -18.0% | -13.0% |
| 7D | -11.1% | +10.7% | -21.8% | -12.4% |
| 30D | -7.4% | +26.9% | -34.3% | -10.7% |
| 3M | -22.9% | +16.6% | -39.4% | -24.7% |
| 6M | -1.2% | +40.1% | -41.3% | -6.1% |
| YTD | +3.9% | +12.4% | -8.6% | +9.7% |
| 1Y | +5.6% | +15.9% | -10.4% | +10.0% |
| All | +5.6% | +19.3% | -13.8% | +10.0% |
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 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