+1,877.1%
CVS vs AJG
+11,290.2%
-9,413.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -2.0% | -8.5% | +6.5% | +0.4% |
| 30D | +1.9% | -3.8% | +5.7% | +2.9% |
| 3M | -2.2% | +10.8% | -13.0% | -5.4% |
| 6M | +26.7% | +15.6% | +11.1% | +20.6% |
| YTD | +22.9% | -5.1% | +28.0% | +23.5% |
| 1Y | +32.9% | -16.0% | +48.9% | +37.8% |
| 3Y | +62.3% | +9.7% | +52.5% | +54.6% |
| 5Y | +34.2% | +77.8% | -43.6% | +11.0% |
| 10Y | +41.8% | +478.2% | -436.5% | -14.3% |
| All | +1,877.1% | +11,290.2% | -9,413.1% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling