+141.0%
CI vs RJF
+428.4%
-287.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +0.5% | -2.0% | +2.5% | +1.2% |
| 3M | -5.2% | +16.3% | -21.5% | -10.5% |
| 6M | +4.3% | +16.9% | -12.6% | -2.0% |
| YTD | +2.8% | +10.4% | -7.7% | -1.8% |
| 1Y | -5.8% | +7.4% | -13.2% | -9.3% |
| 3Y | +4.7% | +72.2% | -67.5% | -19.4% |
| 5Y | +42.7% | +105.1% | -62.4% | -2.0% |
| 10Y | +141.0% | +430.9% | -290.0% | +4.4% |
| All | +141.0% | +428.4% | -287.5% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling