-97.9%
CAPR vs RJF
+1,046.5%
-1,144.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +139.2% | -1.3% | +140.4% | +139.6% |
| 3M | -66.4% | +18.9% | -85.2% | -68.2% |
| 6M | -63.1% | +15.0% | -78.2% | -65.0% |
| YTD | -67.4% | +12.2% | -79.6% | -68.9% |
| 1Y | +58.2% | +5.6% | +52.6% | +53.3% |
| 3Y | +42.2% | +74.9% | -32.7% | +23.3% |
| 5Y | +87.3% | +106.6% | -19.4% | +55.5% |
| 10Y | -75.3% | +433.1% | -508.3% | -82.8% |
| All | -97.9% | +1,046.5% | -1,144.4% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling