+8.7%
CNH vs RJF
+105.7%
-97.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.0% |
| 7D | +8.8% | +1.8% | +7.0% | +7.8% |
| 30D | +24.7% | 0.0% | +24.7% | +24.4% |
| 3M | +27.3% | +18.0% | +9.4% | +15.0% |
| 6M | +23.2% | +17.0% | +6.2% | +11.3% |
| YTD | +48.9% | +11.1% | +37.8% | +37.9% |
| 1Y | +19.4% | +8.0% | +11.4% | +12.2% |
| 3Y | +7.8% | +73.3% | -65.5% | -27.2% |
| 5Y | +8.7% | +107.4% | -98.7% | -36.8% |
| All | +8.7% | +105.7% | -97.0% | -36.8% |
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 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