+39.6%
CNH vs RJF
+629.1%
-589.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +6.4% | +1.5% | +4.9% | +5.5% |
| 30D | -1.6% | +6.7% | -8.4% | -5.5% |
| 3M | +11.6% | -7.3% | +18.9% | +16.3% |
| 6M | +12.5% | +9.8% | +2.8% | +4.9% |
| YTD | +31.1% | +5.6% | +25.4% | +24.2% |
| 1Y | +17.0% | +2.3% | +14.7% | +13.0% |
| 3Y | +28.7% | +73.6% | -44.9% | -13.2% |
| 5Y | -17.4% | +79.9% | -97.3% | -46.7% |
| 10Y | +105.0% | +328.8% | -223.9% | -25.6% |
| All | +39.6% | +629.1% | -589.5% | -59.9% |
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