+136.2%
CMS vs RJF
+323.5%
-187.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | +1.5% | -2.8% | -1.5% |
| 30D | +5.3% | +6.7% | -1.5% | +4.1% |
| 3M | -0.3% | -7.3% | +7.0% | +0.9% |
| 6M | -4.0% | +9.8% | -13.8% | -5.8% |
| YTD | +2.1% | +5.6% | -3.5% | +0.5% |
| 1Y | -4.7% | +2.3% | -7.0% | -5.7% |
| 3Y | +36.8% | +73.6% | -36.8% | +20.4% |
| 5Y | +34.9% | +79.9% | -45.0% | +15.7% |
| All | +136.2% | +323.5% | -187.3% | +69.2% |
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