+1,146.8%
CIEN vs RJF
+326.9%
+819.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.9% |
| 7D | +15.3% | +3.6% | +11.7% | +13.5% |
| 30D | -22.0% | +7.2% | -29.2% | -24.7% |
| 3M | -36.6% | -6.5% | -30.1% | -35.2% |
| 6M | -51.5% | +10.3% | -61.8% | -54.5% |
| YTD | +20.0% | +6.5% | +13.5% | +12.7% |
| 1Y | +44.5% | +6.1% | +38.3% | +36.0% |
| 3Y | +539.0% | +74.9% | +464.2% | +375.6% |
| 5Y | +356.8% | +81.3% | +275.5% | +227.8% |
| All | +1,146.8% | +326.9% | +819.9% | +450.1% |
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