+4,779.0%
CVX vs AJG
+11,290.2%
-6,511.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.7% | -8.5% | +9.2% | +3.0% |
| 30D | +9.1% | -3.8% | +12.9% | +10.1% |
| 3M | +13.1% | +10.8% | +2.3% | +9.5% |
| 6M | +16.3% | +15.6% | +0.6% | +10.9% |
| YTD | +43.5% | -5.1% | +48.6% | +43.9% |
| 1Y | +40.2% | -16.0% | +56.2% | +44.9% |
| 3Y | +44.2% | +9.7% | +34.5% | +36.7% |
| 5Y | +170.6% | +77.8% | +92.8% | +121.8% |
| 10Y | +220.3% | +478.2% | -257.9% | +101.1% |
| All | +4,779.0% | +11,290.2% | -6,511.2% | +1,984.7% |
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 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