+15,232.8%
CAH vs RJF
+49,848.3%
-34,615.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | +3.3% | -1.3% | +4.6% | +3.6% |
| 3M | +22.8% | +18.9% | +3.9% | +17.9% |
| 6M | +11.3% | +15.0% | -3.8% | +7.4% |
| YTD | +21.1% | +12.2% | +8.9% | +17.3% |
| 1Y | +67.2% | +5.6% | +61.6% | +63.9% |
| 3Y | +195.6% | +74.9% | +120.8% | +153.7% |
| 5Y | +413.8% | +106.6% | +307.2% | +318.8% |
| 10Y | +309.6% | +433.1% | -123.5% | +166.4% |
| All | +15,232.8% | +49,848.3% | -34,615.5% | +3,762.1% |
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