+330.5%
CFG vs RJF
+450.4%
-119.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.4% |
| 7D | -0.8% | -0.9% | +0.1% | 0.0% |
| 30D | +3.1% | +5.3% | -2.2% | -1.6% |
| 3M | -9.7% | -6.8% | -2.9% | -4.4% |
| 6M | +6.7% | +11.4% | -4.7% | -4.0% |
| YTD | +15.2% | +5.5% | +9.6% | +7.6% |
| 1Y | +28.8% | +3.7% | +25.1% | +22.0% |
| 3Y | +190.1% | +73.4% | +116.6% | +72.8% |
| 5Y | +63.4% | +78.3% | -15.0% | -7.3% |
| 10Y | +219.8% | +328.4% | -108.7% | -13.6% |
| All | +330.5% | +450.4% | -119.8% | -3.9% |
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 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