+73.1%
CME vs RJF
+81.1%
-8.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.9% | +3.6% | +0.4% | +3.4% |
| 30D | +11.3% | +7.2% | +4.1% | +10.1% |
| 3M | +19.6% | -6.5% | +26.1% | +20.6% |
| 6M | +8.1% | +10.3% | -2.2% | +6.3% |
| YTD | +20.4% | +6.5% | +13.9% | +18.8% |
| 1Y | +16.5% | +6.1% | +10.4% | +14.9% |
| 3Y | +66.4% | +74.9% | -8.4% | +44.6% |
| All | +73.1% | +81.1% | -8.1% | +42.6% |
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