Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CFG vs RJF✓SelectedUSD · RJFCFG vs RJF performance historyLatest closeAs of-0.07%09/04
Stock and ETF performance explorer

CFG vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+362.4%
RJF return
+485.1%
Excess return
-122.7%
Maximum drawdown
-65.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.1%-1.6%+1.5%+1.3%
7D+1.5%-0.6%+2.1%+2.0%
30D-3.8%-1.3%-2.6%-3.0%
3M+11.5%+18.9%-7.4%-4.7%
6M+19.2%+15.0%+4.2%+4.3%
YTD+23.7%+12.2%+11.5%+9.8%
1Y+38.8%+5.6%+33.2%+29.6%
3Y+178.9%+74.9%+104.0%+65.9%
5Y+101.8%+106.6%-4.9%+0.7%
10Y+317.3%+433.1%-115.8%-4.7%
All+362.4%+485.1%-122.7%-1.8%

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