+152.5%
CNH vs RJF
+429.5%
-277.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.2% |
| 7D | -2.5% | -4.2% | +1.7% | +0.1% |
| 30D | +27.0% | -3.6% | +30.6% | +29.6% |
| 3M | +32.6% | +15.6% | +17.0% | +20.2% |
| 6M | +23.6% | +17.6% | +6.0% | +10.4% |
| YTD | +47.8% | +9.2% | +38.6% | +37.5% |
| 1Y | +21.3% | +5.5% | +15.7% | +14.9% |
| 3Y | +7.0% | +70.3% | -63.4% | -27.6% |
| 5Y | +10.2% | +106.0% | -95.8% | -35.6% |
| All | +152.5% | +429.5% | -277.0% | -19.2% |
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