+86.0%
CAPR vs RJF
+105.7%
-19.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -9.5% | +1.8% | -11.2% | -10.4% |
| 30D | +121.5% | 0.0% | +121.5% | +120.9% |
| 3M | -65.4% | +18.0% | -83.3% | -69.5% |
| 6M | -67.5% | +17.0% | -84.5% | -71.4% |
| YTD | -68.6% | +11.1% | -79.7% | -71.7% |
| 1Y | +42.7% | +8.0% | +34.7% | +30.2% |
| 3Y | +43.4% | +73.3% | -29.9% | +7.8% |
| 5Y | +86.0% | +107.4% | -21.4% | +27.3% |
| All | +86.0% | +105.7% | -19.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling