-40.3%
CPB vs RJF
+326.9%
-367.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | -1.6% | +3.6% | -5.2% | -1.9% |
| 30D | +19.2% | +7.2% | +11.9% | +18.5% |
| 3M | -1.0% | -6.5% | +5.5% | -0.5% |
| 6M | +15.2% | +10.3% | +4.9% | +14.2% |
| YTD | -13.1% | +6.5% | -19.6% | -13.7% |
| 1Y | -22.4% | +6.1% | -28.6% | -23.0% |
| 3Y | -35.3% | +74.9% | -110.2% | -39.0% |
| 5Y | -33.0% | +81.3% | -114.3% | -37.5% |
| All | -40.3% | +326.9% | -367.2% | -49.6% |
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