+5.5%
CG vs RJF
+106.2%
-100.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.5% |
| 7D | -6.4% | -0.3% | -6.2% | -6.2% |
| 30D | -7.1% | -2.0% | -5.0% | -5.4% |
| 3M | -1.6% | +16.3% | -17.9% | -13.9% |
| 6M | -8.3% | +16.9% | -25.2% | -20.2% |
| YTD | -23.8% | +10.4% | -34.2% | -30.4% |
| 1Y | -28.7% | +7.4% | -36.2% | -33.2% |
| 3Y | +49.2% | +72.2% | -23.1% | -3.7% |
| 5Y | +5.5% | +105.1% | -99.6% | -41.5% |
| All | +5.5% | +106.2% | -100.7% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling