+7,212.2%
CB vs RJF
+13,531.3%
-6,319.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.7% | +4.0% | -3.3% | -0.7% |
| 30D | +8.2% | +6.1% | +2.0% | +5.9% |
| 3M | +6.3% | -5.8% | +12.1% | +8.3% |
| 6M | +16.2% | +9.7% | +6.5% | +12.0% |
| YTD | +19.3% | +6.2% | +13.2% | +15.6% |
| 1Y | +29.2% | +5.3% | +23.9% | +25.3% |
| 3Y | +71.4% | +74.4% | -3.0% | +35.9% |
| 5Y | +104.2% | +81.6% | +22.7% | +56.4% |
| 10Y | +246.7% | +333.6% | -86.9% | +89.5% |
| All | +7,212.2% | +13,531.3% | -6,319.1% | +1,241.5% |
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