+5.6%
CNC vs RJF
+104.0%
-98.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -1.0% | -4.3% | +3.3% | -0.4% |
| 3M | +4.5% | +15.7% | -11.2% | +2.5% |
| 6M | +85.2% | +17.8% | +67.4% | +81.1% |
| YTD | +61.4% | +9.2% | +52.2% | +58.8% |
| 1Y | +94.9% | +2.8% | +92.1% | +93.1% |
| 3Y | 0.0% | +69.5% | -69.5% | -12.5% |
| All | +5.6% | +104.0% | -98.4% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling