-24.0%
CG vs RJF
+3.6%
-27.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.3% |
| 7D | +0.2% | +3.6% | -3.4% | -2.9% |
| 30D | +11.2% | +7.2% | +3.9% | +4.7% |
| 3M | -22.1% | -6.5% | -15.6% | -17.4% |
| 6M | -17.9% | +10.3% | -28.2% | -24.6% |
| YTD | -31.3% | +6.5% | -37.8% | -36.0% |
| 1Y | -24.0% | +6.1% | -30.1% | -28.8% |
| All | -24.0% | +3.6% | -27.6% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling