+56.1%
CDE vs RJF
+429.3%
-373.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | -2.7% | -0.4% | -1.9% |
| 30D | +9.5% | -4.3% | +13.7% | +11.4% |
| 3M | +25.5% | +15.7% | +9.8% | +17.4% |
| 6M | -7.9% | +17.8% | -25.7% | -14.6% |
| YTD | +15.6% | +9.2% | +6.4% | +10.6% |
| 1Y | +34.0% | +2.8% | +31.3% | +31.6% |
| 3Y | +791.9% | +69.5% | +722.5% | +591.4% |
| 5Y | +197.7% | +105.9% | +91.8% | +109.2% |
| All | +56.1% | +429.3% | -373.2% | -18.4% |
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