+585.0%
CAG vs RJF
+49,058.3%
-48,473.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | +2.3% | -2.0% | +4.3% | +2.5% |
| 3M | +16.3% | +16.3% | 0.0% | +13.9% |
| 6M | -16.0% | +16.9% | -32.9% | -17.9% |
| YTD | -7.7% | +10.4% | -18.1% | -9.2% |
| 1Y | -16.0% | +7.4% | -23.5% | -17.2% |
| 3Y | -37.7% | +72.2% | -109.9% | -42.9% |
| 5Y | -41.2% | +105.1% | -146.3% | -47.8% |
| 10Y | -33.8% | +430.9% | -464.7% | -49.6% |
| All | +585.0% | +49,058.3% | -48,473.2% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling