+169.4%
CCJ vs RJF
+71.0%
+98.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | +3.2% | -2.0% | +5.2% | +4.0% |
| 3M | -1.8% | +16.3% | -18.2% | -7.9% |
| 6M | -13.5% | +16.9% | -30.5% | -19.4% |
| YTD | +9.7% | +10.4% | -0.7% | +4.5% |
| 1Y | +30.0% | +7.4% | +22.6% | +25.0% |
| All | +169.4% | +71.0% | +98.4% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling