+471.5%
CF vs RJF
+334.0%
+137.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +10.4% | -0.9% | +11.3% | +10.7% |
| 30D | +7.6% | +5.3% | +2.2% | +4.5% |
| 3M | +5.2% | -6.8% | +12.0% | +7.9% |
| 6M | -0.1% | +11.4% | -11.5% | -6.3% |
| YTD | +61.7% | +5.5% | +56.1% | +53.1% |
| 1Y | +50.3% | +3.7% | +46.7% | +43.4% |
| 3Y | +66.0% | +73.4% | -7.4% | +13.5% |
| 5Y | +114.5% | +78.3% | +36.2% | +38.0% |
| 10Y | +471.5% | +328.4% | +143.1% | +109.6% |
| All | +471.5% | +334.0% | +137.5% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling