+562.3%
CEG vs RJF
+69.9%
+492.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +1.7% | +4.0% | -2.3% | -0.1% |
| 30D | -10.2% | +6.1% | -16.3% | -12.5% |
| 3M | -0.8% | -5.8% | +5.0% | +1.3% |
| 6M | -11.5% | +9.7% | -21.2% | -15.9% |
| YTD | -23.9% | +6.2% | -30.0% | -27.2% |
| 1Y | -25.4% | +5.3% | -30.7% | -28.4% |
| 3Y | +124.2% | +74.4% | +49.7% | +72.5% |
| All | +562.3% | +69.9% | +492.4% | +402.5% |
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