+626.9%
CEG vs RJF
+76.8%
+550.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | +8.8% | -2.0% | +10.9% | +9.6% |
| 3M | +17.0% | +16.3% | +0.6% | +8.8% |
| 6M | -8.7% | +16.9% | -25.6% | -15.5% |
| YTD | -16.4% | +10.4% | -26.9% | -21.2% |
| 1Y | -1.8% | +7.4% | -9.2% | -6.6% |
| 3Y | +175.8% | +72.2% | +103.6% | +113.1% |
| All | +626.9% | +76.8% | +550.2% | +443.7% |
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