+76.1%
CME vs RJF
+106.2%
-30.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.6% | -0.3% | -0.4% | -0.6% |
| 30D | +4.7% | -2.0% | +6.7% | +5.0% |
| 3M | +7.8% | +16.3% | -8.5% | +5.2% |
| 6M | -11.0% | +16.9% | -27.9% | -13.3% |
| YTD | +4.0% | +10.4% | -6.4% | +2.0% |
| 1Y | +9.1% | +7.4% | +1.7% | +7.4% |
| 3Y | +52.3% | +72.2% | -19.9% | +32.6% |
| 5Y | +76.1% | +105.1% | -29.0% | +37.9% |
| All | +76.1% | +106.2% | -30.1% | +37.9% |
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