+220.7%
CF vs RJF
+106.8%
+114.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.9% |
| 7D | +6.0% | -0.6% | +6.6% | +6.1% |
| 30D | +14.8% | -1.3% | +16.1% | +15.1% |
| 3M | +14.1% | +18.9% | -4.8% | +8.8% |
| 6M | +28.5% | +15.0% | +13.5% | +23.2% |
| YTD | +74.9% | +12.2% | +62.7% | +68.2% |
| 1Y | +61.7% | +5.6% | +56.1% | +58.1% |
| 3Y | +80.3% | +74.9% | +5.5% | +40.2% |
| All | +220.7% | +106.8% | +114.0% | +106.9% |
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 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