+897.6%
CCI vs RJF
+3,528.7%
-2,631.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.2% | +1.8% | -1.6% | -0.5% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | -16.3% | +18.0% | -34.2% | -21.7% |
| 6M | -13.9% | +17.0% | -30.9% | -19.5% |
| YTD | -12.4% | +11.1% | -23.6% | -16.9% |
| 1Y | -15.2% | +8.0% | -23.1% | -18.8% |
| 3Y | -9.9% | +73.3% | -83.2% | -30.7% |
| 5Y | -50.8% | +107.4% | -158.3% | -66.0% |
| 10Y | +18.3% | +428.5% | -410.2% | -50.2% |
| All | +897.6% | +3,528.7% | -2,631.0% | +7.9% |
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