+377.3%
CSCO vs RJF
+428.4%
-51.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -10.7% | -2.0% | -8.7% | -10.1% |
| 3M | -8.7% | +16.3% | -25.1% | -14.3% |
| 6M | +44.9% | +16.9% | +28.0% | +35.4% |
| YTD | +44.1% | +10.4% | +33.7% | +37.1% |
| 1Y | +65.9% | +7.4% | +58.5% | +59.1% |
| 3Y | +109.0% | +72.2% | +36.8% | +62.3% |
| 5Y | +114.8% | +105.1% | +9.7% | +50.4% |
| 10Y | +377.3% | +430.9% | -53.6% | +120.0% |
| All | +377.3% | +428.4% | -51.1% | +120.0% |
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