-3.1%
CMG vs RJF
+104.0%
-107.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.1% | -2.7% | +0.7% | -1.0% |
| 30D | +10.9% | -4.3% | +15.2% | +12.6% |
| 3M | +15.8% | +15.7% | +0.1% | +9.3% |
| 6M | +6.9% | +17.8% | -10.9% | -0.1% |
| YTD | -2.2% | +9.2% | -11.3% | -5.9% |
| 1Y | -7.1% | +2.8% | -9.9% | -8.7% |
| 3Y | -7.1% | +69.5% | -76.6% | -27.1% |
| All | -3.1% | +104.0% | -107.1% | -30.9% |
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