+287.5%
CAH vs RJF
+429.3%
-141.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -2.7% | -2.4% | -4.1% |
| 30D | +0.2% | -4.3% | +4.4% | +1.7% |
| 3M | +6.3% | +15.7% | -9.4% | +0.5% |
| 6M | +9.4% | +17.8% | -8.4% | +2.4% |
| YTD | +15.0% | +9.2% | +5.8% | +10.1% |
| 1Y | +55.4% | +2.8% | +52.7% | +51.9% |
| 3Y | +173.8% | +69.5% | +104.4% | +111.6% |
| 5Y | +395.2% | +105.9% | +289.3% | +237.9% |
| All | +287.5% | +429.3% | -141.8% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling