+142.8%
CI vs RJF
+326.9%
-184.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +1.2% | +3.6% | -2.4% | -0.1% |
| 30D | +2.6% | +7.2% | -4.7% | 0.0% |
| 3M | +7.4% | -6.5% | +13.9% | +9.9% |
| 6M | -0.1% | +10.3% | -10.4% | -4.1% |
| YTD | +9.7% | +6.5% | +3.2% | +6.1% |
| 1Y | +12.1% | +6.1% | +6.0% | +8.4% |
| 3Y | +7.0% | +74.9% | -67.9% | -18.2% |
| 5Y | +49.7% | +81.3% | -31.6% | +8.3% |
| All | +142.8% | +326.9% | -184.2% | +13.0% |
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 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