+208.1%
C vs RJF
+67.6%
+140.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -2.4% | +3.6% | -5.9% | -4.7% |
| 30D | -6.0% | +3.5% | -9.5% | -8.2% |
| 3M | -10.5% | -8.9% | -1.6% | -5.0% |
| 6M | -5.7% | +2.9% | -8.6% | -8.2% |
| YTD | +4.1% | +2.8% | +1.3% | +0.6% |
| 1Y | +20.5% | +2.7% | +17.8% | +16.4% |
| 3Y | +208.1% | +69.3% | +138.8% | +118.7% |
| All | +208.1% | +67.6% | +140.5% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling