-33.3%
CPB vs RJF
+80.1%
-113.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.2% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | +16.9% | +5.3% | +11.6% | +16.5% |
| 3M | -0.6% | -6.8% | +6.3% | -0.3% |
| 6M | +11.4% | +11.4% | -0.1% | +10.5% |
| YTD | -14.8% | +5.5% | -20.4% | -15.3% |
| 1Y | -24.8% | +3.7% | -28.4% | -25.1% |
| 3Y | -36.6% | +73.4% | -110.0% | -40.1% |
| 5Y | -33.3% | +78.3% | -111.7% | -37.8% |
| All | -33.3% | +80.1% | -113.4% | -37.8% |
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 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