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  • CG vs RJF✓SelectedUSD · RJFCG vs RJF performance historyLatest closeAs of-1.63%09/04
Stock and ETF performance explorer

CG vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+350.2%
RJF return
+791.5%
Excess return
-441.3%
Maximum drawdown
-62.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-1.6%-1.6%-0.1%-0.6%
7D-4.3%-0.6%-3.7%-3.9%
30D-5.1%-1.3%-3.8%-4.3%
3M+8.7%+18.9%-10.2%-2.9%
6M-9.2%+15.0%-24.3%-17.1%
YTD-18.9%+12.2%-31.1%-24.7%
1Y-25.6%+5.6%-31.3%-28.1%
3Y+57.3%+74.9%-17.6%+13.2%
5Y+10.2%+106.6%-96.5%-27.8%
10Y+364.2%+433.1%-68.8%+71.7%
All+350.2%+791.5%-441.3%+33.7%

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