+1.1%
CHD vs RJF
+69.1%
-68.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | -4.7% | -4.2% | -0.5% | -4.5% |
| 30D | -8.3% | -3.6% | -4.7% | -8.2% |
| 3M | -4.0% | +15.6% | -19.7% | -4.4% |
| 6M | -6.5% | +17.6% | -24.1% | -6.9% |
| YTD | +13.1% | +9.2% | +3.9% | +12.7% |
| 1Y | +2.3% | +5.5% | -3.2% | +2.0% |
| All | +1.1% | +69.1% | -68.0% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling