+5,331.8%
CF vs RJF
+1,583.2%
+3,748.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -3.2% | +3.6% | -6.7% | -4.9% |
| 30D | +4.3% | +3.5% | +0.8% | +2.3% |
| 3M | +2.8% | -9.2% | +12.0% | +6.5% |
| 6M | +0.6% | +2.5% | -1.9% | -1.8% |
| YTD | +56.6% | +2.5% | +54.2% | +50.9% |
| 1Y | +49.6% | +2.3% | +47.3% | +44.0% |
| 3Y | +61.5% | +68.7% | -7.2% | +19.1% |
| 5Y | +124.0% | +74.4% | +49.5% | +58.4% |
| 10Y | +573.2% | +376.9% | +196.3% | +197.1% |
| All | +5,331.8% | +1,583.2% | +3,748.6% | +947.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling