+345.0%
CPB vs RJF
+49,848.3%
-49,503.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.2% |
| 7D | -8.6% | -0.6% | -8.0% | -8.6% |
| 30D | -7.2% | -1.3% | -6.0% | -7.2% |
| 3M | +0.9% | +18.9% | -18.0% | -1.3% |
| 6M | -11.8% | +15.0% | -26.8% | -13.4% |
| YTD | -19.4% | +12.2% | -31.6% | -20.8% |
| 1Y | -30.4% | +5.6% | -36.0% | -31.1% |
| 3Y | -40.2% | +74.9% | -115.0% | -44.8% |
| 5Y | -39.5% | +106.6% | -146.2% | -45.9% |
| 10Y | -47.4% | +433.1% | -480.4% | -59.6% |
| All | +345.0% | +49,848.3% | -49,503.3% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling