+140.6%
CNP vs RJF
+323.5%
-183.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.5% | +1.5% | +1.0% | +1.9% |
| 30D | +4.0% | +6.7% | -2.7% | +1.7% |
| 3M | +1.6% | -7.3% | +9.0% | +3.9% |
| 6M | -1.7% | +9.8% | -11.4% | -5.3% |
| YTD | +8.6% | +5.6% | +3.0% | +5.1% |
| 1Y | +5.8% | +2.3% | +3.6% | +3.4% |
| 3Y | +63.0% | +73.6% | -10.6% | +26.9% |
| 5Y | +74.7% | +79.9% | -5.2% | +28.9% |
| All | +140.6% | +323.5% | -183.0% | +20.6% |
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