+256.9%
CAPR vs RJF
+74.9%
+182.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.4% | +7.5% |
| 7D | +36.0% | +3.4% | +32.7% | +33.5% |
| 30D | +25.8% | +5.9% | +19.9% | +22.0% |
| 3M | +140.8% | -4.6% | +145.5% | +146.8% |
| 6M | -67.6% | +9.5% | -77.1% | -71.4% |
| YTD | -65.9% | +6.0% | -71.8% | -69.7% |
| 1Y | +66.1% | +4.3% | +61.8% | +48.1% |
| 3Y | +256.9% | +76.6% | +180.3% | +163.3% |
| All | +256.9% | +74.9% | +182.0% | +163.3% |
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