+32.2%
CVS vs AJG
+74.4%
-42.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.3% |
| 7D | -2.2% | -8.3% | +6.1% | +0.2% |
| 30D | -0.1% | -5.7% | +5.6% | +1.4% |
| 3M | -5.2% | +9.1% | -14.3% | -8.1% |
| 6M | +26.9% | +15.2% | +11.7% | +20.4% |
| YTD | +22.1% | -6.3% | +28.4% | +24.4% |
| 1Y | +30.8% | -19.1% | +49.9% | +39.8% |
| 3Y | +54.4% | +8.2% | +46.2% | +45.8% |
| All | +32.2% | +74.4% | -42.2% | +4.2% |
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