+167.0%
CVX vs AJG
+74.4%
+92.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +2.6% | -8.3% | +10.9% | +4.1% |
| 30D | +9.8% | -5.7% | +15.5% | +10.8% |
| 3M | +16.2% | +9.1% | +7.1% | +13.9% |
| 6M | +13.6% | +15.2% | -1.6% | +10.0% |
| YTD | +44.4% | -6.3% | +50.7% | +45.6% |
| 1Y | +40.6% | -19.1% | +59.7% | +46.2% |
| 3Y | +48.2% | +8.2% | +40.0% | +41.3% |
| All | +167.0% | +74.4% | +92.6% | +117.7% |
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