+42.7%
CI vs RJF
+106.2%
-63.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +0.5% | -2.0% | +2.5% | +0.9% |
| 3M | -5.2% | +16.3% | -21.5% | -8.4% |
| 6M | +4.3% | +16.9% | -12.6% | +0.5% |
| YTD | +2.8% | +10.4% | -7.7% | +0.1% |
| 1Y | -5.8% | +7.4% | -13.2% | -7.9% |
| 3Y | +4.7% | +72.2% | -67.5% | -12.1% |
| 5Y | +42.7% | +105.1% | -62.4% | +7.3% |
| All | +42.7% | +106.2% | -63.5% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling