+38.2%
CFG vs RJF
+7.7%
+30.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -4.5% | -2.0% | -2.5% | -3.5% |
| 3M | +6.3% | +16.3% | -10.0% | -2.3% |
| 6M | +20.6% | +16.9% | +3.7% | +10.0% |
| YTD | +21.2% | +10.4% | +10.8% | +12.5% |
| 1Y | +38.2% | +7.4% | +30.8% | +29.9% |
| All | +38.2% | +7.7% | +30.5% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling