-89.5%
CDE vs RJF
+49,058.3%
-49,147.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.8% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | +15.7% | -2.0% | +17.7% | +16.2% |
| 3M | +30.5% | +16.3% | +14.2% | +25.7% |
| 6M | -7.4% | +16.9% | -24.3% | -11.0% |
| YTD | +17.9% | +10.4% | +7.5% | +14.9% |
| 1Y | +46.7% | +7.4% | +39.3% | +43.9% |
| 3Y | +851.3% | +72.2% | +779.1% | +729.9% |
| 5Y | +202.9% | +105.1% | +97.8% | +152.5% |
| 10Y | +58.2% | +430.9% | -372.7% | +5.2% |
| All | -89.5% | +49,058.3% | -49,147.8% | -94.9% |
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