+306.8%
CFG vs RJF
+428.4%
-121.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | -4.5% | -2.0% | -2.5% | -2.9% |
| 3M | +6.3% | +16.3% | -10.0% | -7.6% |
| 6M | +20.6% | +16.9% | +3.7% | +3.7% |
| YTD | +21.2% | +10.4% | +10.8% | +8.8% |
| 1Y | +38.2% | +7.4% | +30.8% | +26.8% |
| 3Y | +185.9% | +72.2% | +113.7% | +69.6% |
| 5Y | +97.0% | +105.1% | -8.1% | -3.6% |
| 10Y | +306.8% | +430.9% | -124.1% | -12.2% |
| All | +306.8% | +428.4% | -121.6% | -12.2% |
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