+19,269.7%
CMI vs RJF
+49,058.3%
-29,788.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -12.3% | -2.0% | -10.3% | -11.6% |
| 3M | -16.8% | +16.3% | -33.1% | -22.3% |
| 6M | +1.5% | +16.9% | -15.4% | -5.5% |
| YTD | +9.8% | +10.4% | -0.6% | +4.5% |
| 1Y | +42.6% | +7.4% | +35.2% | +37.2% |
| 3Y | +151.0% | +72.2% | +78.8% | +95.8% |
| 5Y | +167.0% | +105.1% | +61.9% | +90.7% |
| 10Y | +512.2% | +430.9% | +81.2% | +184.7% |
| All | +19,269.7% | +49,058.3% | -29,788.5% | +2,773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling