+150.3%
CI vs RJF
+343.7%
-193.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +2.6% | +4.0% | -1.4% | +1.2% |
| 30D | +7.3% | +6.1% | +1.2% | +5.0% |
| 3M | +9.5% | -5.8% | +15.3% | +11.7% |
| 6M | +6.4% | +9.7% | -3.3% | +2.4% |
| YTD | +12.0% | +6.2% | +5.8% | +8.4% |
| 1Y | +20.1% | +5.3% | +14.8% | +16.4% |
| 3Y | +9.6% | +74.4% | -64.9% | -16.2% |
| 5Y | +52.7% | +81.6% | -28.9% | +10.4% |
| 10Y | +150.3% | +333.6% | -183.3% | +14.4% |
| All | +150.3% | +343.7% | -193.4% | +14.4% |
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