+97.4%
CB vs RJF
+105.7%
-8.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.2% |
| 7D | -0.6% | +1.8% | -2.4% | -1.1% |
| 30D | -3.9% | 0.0% | -3.9% | -3.9% |
| 3M | +4.9% | +18.0% | -13.1% | 0.0% |
| 6M | +3.3% | +17.0% | -13.7% | -1.5% |
| YTD | +8.5% | +11.1% | -2.6% | +4.6% |
| 1Y | +22.1% | +8.0% | +14.1% | +18.4% |
| 3Y | +70.1% | +73.3% | -3.2% | +37.1% |
| 5Y | +97.4% | +107.4% | -10.0% | +43.2% |
| All | +97.4% | +105.7% | -8.3% | +43.2% |
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