+21.3%
CP vs RJF
+7.7%
+13.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -0.5% | -2.0% | +1.5% | -0.1% |
| 3M | +0.1% | +16.3% | -16.3% | -2.8% |
| 6M | +7.8% | +16.9% | -9.1% | +4.4% |
| YTD | +22.9% | +10.4% | +12.4% | +19.2% |
| 1Y | +21.3% | +7.4% | +13.9% | +17.8% |
| All | +21.3% | +7.7% | +13.6% | +17.8% |
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