+5.9%
CNP vs RJF
+6.3%
-0.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.7% |
| 7D | -2.2% | -4.2% | +2.0% | -2.3% |
| 30D | -2.1% | -3.6% | +1.5% | -2.2% |
| 3M | -7.9% | +15.6% | -23.6% | -7.3% |
| 6M | -8.3% | +17.6% | -25.9% | -7.7% |
| YTD | +3.8% | +9.2% | -5.4% | +3.5% |
| 1Y | +5.9% | +5.5% | +0.4% | +6.7% |
| All | +5.9% | +6.3% | -0.4% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling