+47.3%
CAPR vs RJF
+77.4%
-30.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.2% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +139.2% | -1.3% | +140.4% | +140.3% |
| 3M | -66.4% | +18.9% | -85.2% | -71.8% |
| 6M | -63.1% | +15.0% | -78.2% | -68.5% |
| YTD | -67.4% | +12.2% | -79.6% | -72.0% |
| 1Y | +58.2% | +5.6% | +52.6% | +39.2% |
| All | +47.3% | +77.4% | -30.0% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling