+274.2%
CME vs RJF
+429.3%
-155.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -0.7% |
| 30D | +5.6% | -4.3% | +9.9% | +7.0% |
| 3M | +5.6% | +15.7% | -10.1% | +0.8% |
| 6M | -8.3% | +17.8% | -26.1% | -13.3% |
| YTD | +4.3% | +9.2% | -4.8% | +0.6% |
| 1Y | +9.1% | +2.8% | +6.3% | +7.0% |
| 3Y | +52.1% | +69.5% | -17.4% | +21.2% |
| 5Y | +79.7% | +105.9% | -26.3% | +28.0% |
| All | +274.2% | +429.3% | -155.0% | +73.2% |
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