+1,583.6%
CCJ vs RJF
+9,680.4%
-8,096.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +6.9% | -1.3% | +8.1% | +7.3% |
| 3M | -11.6% | +18.9% | -30.5% | -16.7% |
| 6M | -16.2% | +15.0% | -31.3% | -20.3% |
| YTD | +10.1% | +12.2% | -2.1% | +5.4% |
| 1Y | +32.3% | +5.6% | +26.6% | +28.9% |
| 3Y | +171.3% | +74.9% | +96.4% | +122.6% |
| 5Y | +372.4% | +106.6% | +265.7% | +265.7% |
| 10Y | +1,070.0% | +433.1% | +637.0% | +548.6% |
| All | +1,583.6% | +9,680.4% | -8,096.8% | +392.0% |
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 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