-13.1%
CAI vs RJF
+19.8%
-32.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | +9.3% | -4.3% | +13.6% | +10.6% |
| 3M | +35.2% | +15.7% | +19.5% | +26.4% |
| 6M | +30.7% | +17.8% | +12.9% | +20.9% |
| YTD | -9.8% | +9.2% | -19.0% | -15.7% |
| 1Y | -28.9% | +2.8% | -31.6% | -31.7% |
| All | -13.1% | +19.8% | -32.8% | -8.1% |
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 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