+5,331.8%
CF vs RJF
+1,589.0%
+3,742.8%
-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% | -8.9% | +11.7% | +6.3% |
| 6M | +0.6% | +2.9% | -2.3% | -1.9% |
| YTD | +56.6% | +2.8% | +53.8% | +50.7% |
| 1Y | +49.6% | +2.7% | +46.9% | +43.8% |
| 3Y | +61.5% | +69.3% | -7.8% | +19.0% |
| 5Y | +124.0% | +75.0% | +48.9% | +58.2% |
| 10Y | +573.2% | +378.5% | +194.7% | +196.7% |
| All | +5,331.8% | +1,589.0% | +3,742.8% | +945.7% |
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