+62.7%
CCJ vs RJF
+76.6%
-13.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -0.8% | +3.6% | -4.4% | -2.2% |
| 30D | -13.2% | +7.2% | -20.4% | -15.7% |
| 3M | -27.6% | -6.5% | -21.1% | -25.7% |
| 6M | -38.7% | +10.3% | -49.0% | -41.4% |
| YTD | -22.7% | +6.5% | -29.2% | -25.4% |
| 1Y | -17.6% | +6.1% | -23.7% | -20.3% |
| 3Y | +62.7% | +74.9% | -12.2% | +40.1% |
| All | +62.7% | +76.6% | -13.9% | +40.1% |
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