+189.0%
CDE vs RJF
+104.0%
+84.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | -2.7% | -0.4% | -1.8% |
| 30D | +9.5% | -4.3% | +13.7% | +11.6% |
| 3M | +25.5% | +15.7% | +9.8% | +16.8% |
| 6M | -7.9% | +17.8% | -25.7% | -15.2% |
| YTD | +15.6% | +9.2% | +6.4% | +10.2% |
| 1Y | +34.0% | +2.8% | +31.3% | +31.2% |
| 3Y | +791.9% | +69.5% | +722.5% | +569.8% |
| All | +189.0% | +104.0% | +84.9% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling