+250.7%
CP vs RJF
+343.7%
-93.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +2.8% | +4.0% | -1.2% | +1.2% |
| 30D | +11.0% | +6.1% | +4.9% | +8.3% |
| 3M | +3.8% | -5.8% | +9.7% | +6.3% |
| 6M | +9.5% | +9.7% | -0.2% | +4.6% |
| YTD | +28.2% | +6.2% | +22.0% | +23.4% |
| 1Y | +33.0% | +5.3% | +27.7% | +28.3% |
| 3Y | +35.5% | +74.4% | -38.9% | +2.2% |
| 5Y | +25.8% | +81.6% | -55.8% | -9.6% |
| 10Y | +250.7% | +333.6% | -82.8% | +58.5% |
| All | +250.7% | +343.7% | -93.0% | +58.5% |
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