-38.7%
CCJ vs RJF
+11.4%
-50.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -0.8% | +3.6% | -4.4% | -1.4% |
| 30D | -13.2% | +7.2% | -20.4% | -13.9% |
| 3M | -27.6% | -6.5% | -21.1% | -26.7% |
| 6M | -38.7% | +10.3% | -49.0% | -38.0% |
| All | -38.7% | +11.4% | -50.1% | -38.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling