-43.5%
CAG vs RJF
+104.0%
-147.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -5.7% | -2.7% | -3.0% | -5.4% |
| 30D | -2.4% | -4.3% | +1.9% | -2.0% |
| 3M | +9.8% | +15.7% | -5.9% | +7.9% |
| 6M | -10.8% | +17.8% | -28.6% | -12.7% |
| YTD | -10.8% | +9.2% | -20.0% | -12.0% |
| 1Y | -19.0% | +2.8% | -21.7% | -19.5% |
| 3Y | -39.7% | +69.5% | -109.1% | -45.9% |
| All | -43.5% | +104.0% | -147.5% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling