+5,556.5%
CNQ vs RJF
+3,466.8%
+2,089.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -2.7% | +2.8% | +1.2% |
| 30D | +6.2% | -4.3% | +10.5% | +7.9% |
| 3M | +12.4% | +15.7% | -3.4% | +5.1% |
| 6M | +9.0% | +17.8% | -8.8% | +0.6% |
| YTD | +52.2% | +9.2% | +43.0% | +44.3% |
| 1Y | +65.0% | +2.8% | +62.3% | +59.9% |
| 3Y | +78.8% | +69.5% | +9.4% | +37.6% |
| 5Y | +286.0% | +105.9% | +180.0% | +168.9% |
| 10Y | +420.7% | +424.9% | -4.1% | +150.0% |
| All | +5,556.5% | +3,466.8% | +2,089.7% | +1,624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling