+398.3%
CAH vs RJF
+101.5%
+296.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -5.1% | -4.2% | -0.9% | -4.2% |
| 30D | -1.8% | -3.6% | +1.8% | -1.0% |
| 3M | +9.4% | +15.6% | -6.3% | +5.9% |
| 6M | +9.2% | +17.6% | -8.4% | +5.3% |
| YTD | +15.7% | +9.2% | +6.5% | +12.9% |
| 1Y | +59.7% | +5.5% | +54.2% | +56.9% |
| 3Y | +178.5% | +70.3% | +108.1% | +136.7% |
| 5Y | +398.3% | +106.0% | +292.2% | +283.4% |
| All | +398.3% | +101.5% | +296.7% | +283.4% |
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