+5,967.0%
CF vs RJF
+1,743.3%
+4,223.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -2.6% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | +14.8% | -1.3% | +16.1% | +15.3% |
| 3M | +14.1% | +18.9% | -4.8% | +5.2% |
| 6M | +28.5% | +15.0% | +13.5% | +19.0% |
| YTD | +74.9% | +12.2% | +62.7% | +62.9% |
| 1Y | +61.7% | +5.6% | +56.1% | +54.1% |
| 3Y | +80.3% | +74.9% | +5.5% | +31.6% |
| 5Y | +226.0% | +106.6% | +119.3% | +114.9% |
| 10Y | +569.9% | +433.1% | +136.8% | +182.6% |
| All | +5,967.0% | +1,743.3% | +4,223.7% | +1,030.0% |
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