+281.1%
CG vs RJF
+746.1%
-465.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +0.2% | +3.6% | -3.4% | -2.0% |
| 30D | +11.2% | +7.2% | +3.9% | +6.4% |
| 3M | -22.1% | -6.5% | -15.6% | -18.4% |
| 6M | -17.9% | +10.3% | -28.2% | -23.0% |
| YTD | -31.3% | +6.5% | -37.8% | -33.9% |
| 1Y | -24.0% | +6.1% | -30.1% | -26.6% |
| 3Y | +45.0% | +74.9% | -29.9% | +4.8% |
| 5Y | -22.6% | +81.3% | -104.0% | -45.1% |
| 10Y | +282.1% | +332.3% | -50.2% | +59.2% |
| All | +281.1% | +746.1% | -465.0% | +17.4% |
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