-46.9%
CPB vs RJF
+429.5%
-476.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.2% |
| 7D | -5.4% | -4.2% | -1.2% | -5.1% |
| 30D | -7.8% | -3.6% | -4.2% | -7.6% |
| 3M | -6.9% | +15.6% | -22.6% | -8.0% |
| 6M | -12.2% | +17.6% | -29.8% | -13.4% |
| YTD | -21.1% | +9.2% | -30.3% | -21.8% |
| 1Y | -33.5% | +5.5% | -39.0% | -33.9% |
| 3Y | -43.2% | +70.3% | -113.5% | -46.2% |
| 5Y | -40.9% | +106.0% | -146.9% | -45.4% |
| All | -46.9% | +429.5% | -476.4% | -55.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling