+132.5%
CNP vs RJF
+429.5%
-297.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -2.2% | -4.2% | +2.0% | -0.8% |
| 30D | -2.1% | -3.6% | +1.5% | -1.0% |
| 3M | -7.9% | +15.6% | -23.6% | -12.5% |
| 6M | -8.3% | +17.6% | -25.9% | -13.6% |
| YTD | +3.8% | +9.2% | -5.4% | -0.4% |
| 1Y | +5.9% | +5.5% | +0.4% | +2.6% |
| 3Y | +49.3% | +70.3% | -21.0% | +17.9% |
| 5Y | +69.3% | +106.0% | -36.8% | +18.8% |
| All | +132.5% | +429.5% | -297.0% | +15.3% |
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