+149.2%
CPAY vs RJF
+429.3%
-280.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | -2.7% | +0.8% | -0.3% |
| 30D | -0.4% | -4.3% | +3.9% | +2.1% |
| 3M | +16.4% | +15.7% | +0.6% | +6.3% |
| 6M | +23.5% | +17.8% | +5.7% | +11.2% |
| YTD | +35.7% | +9.2% | +26.5% | +27.2% |
| 1Y | +30.2% | +2.8% | +27.4% | +26.4% |
| 3Y | +49.7% | +69.5% | -19.7% | +6.2% |
| 5Y | +56.6% | +105.9% | -49.4% | -3.4% |
| All | +149.2% | +429.3% | -280.0% | -9.2% |
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