-7.3%
CMG vs RJF
+69.1%
-76.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -3.8% | -4.2% | +0.3% | -2.7% |
| 30D | +12.9% | -3.6% | +16.5% | +14.0% |
| 3M | +18.8% | +15.6% | +3.1% | +13.6% |
| 6M | +4.1% | +17.6% | -13.5% | -1.1% |
| YTD | -2.4% | +9.2% | -11.6% | -5.1% |
| 1Y | -6.7% | +5.5% | -12.2% | -8.7% |
| All | -7.3% | +69.1% | -76.4% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling