+10,147.9%
CHD vs RJF
+49,360.8%
-39,213.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -1.9% |
| 7D | -2.9% | +1.8% | -4.7% | -3.1% |
| 30D | -6.2% | 0.0% | -6.2% | -6.2% |
| 3M | +1.6% | +18.0% | -16.4% | -0.8% |
| 6M | -3.5% | +17.0% | -20.5% | -5.7% |
| YTD | +16.2% | +11.1% | +5.1% | +14.2% |
| 1Y | +3.4% | +8.0% | -4.6% | +1.9% |
| 3Y | +4.6% | +73.3% | -68.7% | -4.5% |
| 5Y | +21.1% | +107.4% | -86.3% | +6.5% |
| 10Y | +126.5% | +428.5% | -302.0% | +67.7% |
| All | +10,147.9% | +49,360.8% | -39,213.0% | +3,861.9% |
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