+22.4%
CCI vs RJF
+429.3%
-406.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | +2.2% | -4.3% | +6.5% | +3.2% |
| 3M | -16.9% | +15.7% | -32.6% | -19.7% |
| 6M | -11.5% | +17.8% | -29.3% | -15.0% |
| YTD | -12.8% | +9.2% | -22.0% | -15.1% |
| 1Y | -17.1% | +2.8% | -19.9% | -18.2% |
| 3Y | -9.6% | +69.5% | -79.1% | -22.7% |
| 5Y | -48.9% | +105.9% | -154.9% | -59.1% |
| All | +22.4% | +429.3% | -406.9% | -16.4% |
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