+6,430.4%
CNI vs RJF
+6,885.4%
-455.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | -2.1% | -2.0% | -0.1% | -1.5% |
| 3M | +1.8% | +16.3% | -14.5% | -3.2% |
| 6M | +14.8% | +16.9% | -2.1% | +8.7% |
| YTD | +25.4% | +10.4% | +14.9% | +20.5% |
| 1Y | +32.9% | +7.4% | +25.5% | +28.6% |
| 3Y | +20.2% | +72.2% | -52.0% | -1.6% |
| 5Y | +12.2% | +105.1% | -93.0% | -14.5% |
| 10Y | +136.0% | +430.9% | -294.9% | +27.9% |
| All | +6,430.4% | +6,885.4% | -455.0% | +1,234.5% |
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