+305.2%
CG vs RJF
+429.3%
-124.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.9% | -2.7% | -7.1% | -8.1% |
| 30D | -11.7% | -4.3% | -7.4% | -9.0% |
| 3M | -4.3% | +15.7% | -20.0% | -13.5% |
| 6M | -8.8% | +17.8% | -26.6% | -18.5% |
| YTD | -26.9% | +9.2% | -36.0% | -31.1% |
| 1Y | -35.4% | +2.8% | -38.2% | -36.5% |
| 3Y | +43.0% | +69.5% | -26.4% | +3.2% |
| 5Y | +1.9% | +105.9% | -104.0% | -34.4% |
| All | +305.2% | +429.3% | -124.1% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling