+68.0%
CNH vs RJF
+674.4%
-606.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +5.0% |
| 7D | +23.3% | -0.6% | +23.9% | +23.6% |
| 30D | +33.5% | -1.3% | +34.7% | +34.1% |
| 3M | +32.7% | +18.9% | +13.8% | +18.4% |
| 6M | +22.2% | +15.0% | +7.1% | +10.9% |
| YTD | +57.7% | +12.2% | +45.5% | +44.4% |
| 1Y | +28.0% | +5.6% | +22.4% | +21.2% |
| 3Y | +11.5% | +74.9% | -63.3% | -25.0% |
| 5Y | +11.9% | +106.6% | -94.8% | -33.6% |
| 10Y | +162.8% | +433.1% | -270.3% | -15.7% |
| All | +68.0% | +674.4% | -606.5% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling