+73.8%
CNP vs RJF
+80.1%
-6.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | +5.0% | +5.3% | -0.3% | +4.2% |
| 3M | +2.7% | -6.8% | +9.5% | +3.6% |
| 6M | -1.9% | +11.4% | -13.3% | -3.7% |
| YTD | +8.8% | +5.5% | +3.2% | +7.2% |
| 1Y | +5.6% | +3.7% | +2.0% | +4.4% |
| 3Y | +63.2% | +73.4% | -10.2% | +42.8% |
| 5Y | +73.8% | +78.3% | -4.6% | +49.4% |
| All | +73.8% | +80.1% | -6.3% | +49.4% |
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