-77.3%
CAPR vs RJF
+428.4%
-505.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -12.6% | -0.3% | -12.4% | -12.6% |
| 30D | +124.4% | -2.0% | +126.4% | +126.4% |
| 3M | -66.8% | +16.3% | -83.1% | -70.6% |
| 6M | -71.8% | +16.9% | -88.7% | -75.2% |
| YTD | -70.1% | +10.4% | -80.5% | -73.0% |
| 1Y | +33.3% | +7.4% | +25.9% | +22.4% |
| 3Y | +36.7% | +72.2% | -35.5% | -3.1% |
| 5Y | +72.5% | +105.1% | -32.7% | +6.3% |
| 10Y | -77.3% | +430.9% | -508.2% | -93.1% |
| All | -77.3% | +428.4% | -505.7% | -93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling