+7,857.7%
CI vs RJF
+47,070.7%
-39,213.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.2% |
| 7D | +0.1% | +3.4% | -3.2% | -0.9% |
| 30D | +4.7% | +5.9% | -1.3% | +2.8% |
| 3M | +5.2% | -4.6% | +9.9% | +6.6% |
| 6M | +3.8% | +9.5% | -5.7% | +0.6% |
| YTD | +9.2% | +6.0% | +3.2% | +6.5% |
| 1Y | +14.3% | +4.3% | +9.9% | +11.8% |
| 3Y | +8.4% | +76.6% | -68.1% | -11.8% |
| 5Y | +50.0% | +80.6% | -30.5% | +18.6% |
| 10Y | +142.2% | +346.5% | -204.3% | +40.7% |
| All | +7,857.7% | +47,070.7% | -39,213.0% | +1,345.5% |
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