+101.5%
CFG vs RJF
+105.7%
-4.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.3% |
| 7D | +2.7% | +1.8% | +0.9% | +1.2% |
| 30D | -3.7% | 0.0% | -3.7% | -3.8% |
| 3M | +9.5% | +18.0% | -8.5% | -4.6% |
| 6M | +22.2% | +17.0% | +5.3% | +6.7% |
| YTD | +22.3% | +11.1% | +11.2% | +10.5% |
| 1Y | +39.4% | +8.0% | +31.5% | +28.7% |
| 3Y | +188.5% | +73.3% | +115.2% | +79.4% |
| 5Y | +101.5% | +107.4% | -5.9% | +3.1% |
| All | +101.5% | +105.7% | -4.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling