-11.4%
CAI vs RJF
+21.9%
-33.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +0.2% | +1.8% | -1.6% | -0.3% |
| 30D | +9.1% | 0.0% | +9.2% | +8.9% |
| 3M | +53.8% | +18.0% | +35.8% | +43.0% |
| 6M | +33.5% | +17.0% | +16.5% | +23.8% |
| YTD | -8.0% | +11.1% | -19.1% | -14.4% |
| 1Y | -28.7% | +8.0% | -36.7% | -32.8% |
| All | -11.4% | +21.9% | -33.2% | -6.8% |
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