+223.5%
CB vs RJF
+428.4%
-205.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -0.5% | -0.3% | -0.3% | -0.4% |
| 30D | -3.1% | -2.0% | -1.0% | -2.3% |
| 3M | +4.2% | +16.3% | -12.2% | -2.3% |
| 6M | +4.7% | +16.9% | -12.2% | -2.4% |
| YTD | +8.8% | +10.4% | -1.6% | +3.3% |
| 1Y | +22.6% | +7.4% | +15.2% | +17.3% |
| 3Y | +70.6% | +72.2% | -1.6% | +27.9% |
| 5Y | +99.4% | +105.1% | -5.7% | +33.0% |
| 10Y | +223.5% | +430.9% | -207.5% | +43.9% |
| All | +223.5% | +428.4% | -205.0% | +43.9% |
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