+350.2%
CG vs RJF
+791.5%
-441.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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