+122.2%
CMS vs RJF
+428.4%
-306.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.2% | -0.3% | +0.4% | +0.2% |
| 30D | -1.3% | -2.0% | +0.7% | -1.0% |
| 3M | -5.4% | +16.3% | -21.7% | -7.9% |
| 6M | -10.3% | +16.9% | -27.2% | -12.9% |
| YTD | -0.2% | +10.4% | -10.7% | -2.4% |
| 1Y | -0.9% | +7.4% | -8.3% | -2.7% |
| 3Y | +34.0% | +72.2% | -38.3% | +18.7% |
| 5Y | +23.6% | +105.1% | -81.6% | +3.8% |
| 10Y | +122.2% | +430.9% | -308.7% | +62.9% |
| All | +122.2% | +428.4% | -306.2% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling