+362.4%
CFG vs RJF
+485.1%
-122.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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