+95.2%
CNC vs RJF
+429.3%
-334.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.1% |
| 30D | -1.0% | -4.3% | +3.3% | +0.4% |
| 3M | +4.5% | +15.7% | -11.2% | -0.3% |
| 6M | +85.2% | +17.8% | +67.4% | +75.3% |
| YTD | +61.4% | +9.2% | +52.2% | +55.7% |
| 1Y | +94.9% | +2.8% | +92.1% | +91.3% |
| 3Y | 0.0% | +69.5% | -69.5% | -21.3% |
| 5Y | +11.2% | +105.9% | -94.7% | -22.1% |
| All | +95.2% | +429.3% | -334.0% | +8.8% |
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