+1,056.5%
CCJ vs RJF
+429.3%
+627.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.0% | -2.7% | -1.3% | -2.9% |
| 30D | -2.4% | -4.3% | +1.9% | -0.6% |
| 3M | -2.3% | +15.7% | -18.0% | -8.5% |
| 6M | -16.2% | +17.8% | -34.0% | -22.3% |
| YTD | +5.7% | +9.2% | -3.5% | +0.9% |
| 1Y | +21.3% | +2.8% | +18.5% | +18.6% |
| 3Y | +159.4% | +69.5% | +89.9% | +102.2% |
| 5Y | +300.7% | +105.9% | +194.7% | +185.7% |
| All | +1,056.5% | +429.3% | +627.2% | +504.3% |
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