-10.1%
CEG vs RJF
+6.3%
-16.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | +0.3% | -4.2% | +4.5% | +0.4% |
| 30D | +2.9% | -3.6% | +6.5% | +2.9% |
| 3M | +18.2% | +15.6% | +2.6% | +17.0% |
| 6M | -9.5% | +17.6% | -27.1% | -10.0% |
| YTD | -18.7% | +9.2% | -27.9% | -18.6% |
| 1Y | -10.1% | +5.5% | -15.7% | -10.9% |
| All | -10.1% | +6.3% | -16.4% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling