+153.3%
CMI vs RJF
+69.0%
+84.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -0.7% | -2.7% | +2.0% | +0.5% |
| 30D | -12.4% | -4.3% | -8.1% | -10.7% |
| 3M | -14.8% | +15.7% | -30.5% | -21.0% |
| 6M | +0.8% | +17.8% | -17.0% | -7.5% |
| YTD | +10.2% | +9.2% | +1.0% | +4.8% |
| 1Y | +37.4% | +2.8% | +34.7% | +34.3% |
| 3Y | +153.3% | +69.5% | +83.8% | +102.1% |
| All | +153.3% | +69.0% | +84.3% | +102.1% |
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