+335.7%
CSCO vs RJF
+323.5%
+12.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +6.6% | +1.5% | +5.1% | +6.0% |
| 30D | -11.3% | +6.7% | -18.1% | -13.6% |
| 3M | -17.3% | -7.3% | -10.0% | -15.0% |
| 6M | +3.5% | +9.8% | -6.2% | -0.8% |
| YTD | +34.9% | +5.6% | +29.2% | +30.3% |
| 1Y | +40.5% | +2.3% | +38.2% | +37.4% |
| 3Y | +109.3% | +73.6% | +35.7% | +61.7% |
| 5Y | +105.9% | +79.9% | +26.0% | +51.9% |
| All | +335.7% | +323.5% | +12.2% | +122.3% |
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 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