-37.7%
CPB vs RJF
+106.2%
-143.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -8.0% | -0.3% | -7.7% | -8.0% |
| 30D | -2.4% | -2.0% | -0.4% | -2.3% |
| 3M | +0.5% | +16.3% | -15.8% | -0.4% |
| 6M | -10.5% | +16.9% | -27.4% | -11.4% |
| YTD | -17.5% | +10.4% | -28.0% | -18.2% |
| 1Y | -31.0% | +7.4% | -38.4% | -31.5% |
| 3Y | -40.6% | +72.2% | -112.8% | -43.9% |
| 5Y | -37.7% | +105.1% | -142.8% | -43.3% |
| All | -37.7% | +106.2% | -143.9% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling