+243.0%
CB vs RJF
+371.5%
-128.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.7% |
| 7D | -1.5% | +3.4% | -4.9% | -2.9% |
| 30D | +6.5% | +5.9% | +0.6% | +4.0% |
| 3M | +4.1% | -4.6% | +8.7% | +5.8% |
| 6M | +14.4% | +9.5% | +4.9% | +9.6% |
| YTD | +17.5% | +6.0% | +11.5% | +13.2% |
| 1Y | +27.5% | +4.3% | +23.2% | +23.4% |
| 3Y | +71.6% | +76.6% | -5.0% | +26.8% |
| 5Y | +100.6% | +80.6% | +20.0% | +41.5% |
| 10Y | +243.0% | +346.5% | -103.5% | +67.4% |
| All | +243.0% | +371.5% | -128.5% | +67.4% |
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