+6,646.7%
CB vs RJF
+14,307.4%
-7,660.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.4% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -3.1% | -1.3% | -1.9% | -2.7% |
| 3M | +9.0% | +18.9% | -9.9% | +2.3% |
| 6M | +2.9% | +15.0% | -12.2% | -2.6% |
| YTD | +10.1% | +12.2% | -2.1% | +4.7% |
| 1Y | +22.8% | +5.6% | +17.2% | +19.0% |
| 3Y | +73.8% | +74.9% | -1.1% | +37.5% |
| 5Y | +99.2% | +106.6% | -7.5% | +45.7% |
| 10Y | +218.2% | +433.1% | -214.8% | +62.0% |
| All | +6,646.7% | +14,307.4% | -7,660.7% | +1,115.7% |
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