+72.0%
CNP vs RJF
+105.7%
-33.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.6% | +1.8% | -0.1% | +1.4% |
| 30D | -0.8% | 0.0% | -0.8% | -0.8% |
| 3M | -3.6% | +18.0% | -21.5% | -6.1% |
| 6M | -6.9% | +17.0% | -23.9% | -9.4% |
| YTD | +6.4% | +11.1% | -4.7% | +4.2% |
| 1Y | +9.9% | +8.0% | +2.0% | +8.1% |
| 3Y | +53.1% | +73.3% | -20.2% | +34.3% |
| 5Y | +72.0% | +107.4% | -35.5% | +42.7% |
| All | +72.0% | +105.7% | -33.8% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling