+47.2%
CAPR vs RJF
+7.8%
+39.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +3.9% | +4.0% |
| 7D | +43.2% | +7.2% | +36.0% | +34.6% |
| 30D | +14.7% | +4.9% | +9.7% | +9.9% |
| 3M | +113.9% | -5.5% | +119.4% | +124.6% |
| 6M | -73.4% | +8.0% | -81.3% | -79.2% |
| YTD | -69.1% | +6.2% | -75.3% | -86.0% |
| 1Y | +47.2% | +7.8% | +39.4% | -66.6% |
| All | +47.2% | +7.8% | +39.4% | -66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling