-49.3%
CCI vs RJF
+104.0%
-153.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -0.3% | -2.7% | +2.4% | +0.2% |
| 30D | +2.2% | -4.3% | +6.5% | +3.0% |
| 3M | -16.9% | +15.7% | -32.6% | -19.1% |
| 6M | -11.5% | +17.8% | -29.3% | -14.3% |
| YTD | -12.8% | +9.2% | -22.0% | -14.6% |
| 1Y | -17.1% | +2.8% | -19.9% | -17.9% |
| 3Y | -9.6% | +69.5% | -79.1% | -22.2% |
| All | -49.3% | +104.0% | -153.4% | -56.6% |
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