+69.1%
CSCO vs RJF
+5.1%
+64.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.7% | -2.7% | +5.4% | +3.1% |
| 30D | -9.5% | -4.3% | -5.2% | -8.9% |
| 3M | -7.6% | +15.7% | -23.3% | -10.0% |
| 6M | +44.9% | +17.8% | +27.1% | +40.1% |
| YTD | +47.7% | +9.2% | +38.5% | +43.9% |
| 1Y | +69.1% | +2.8% | +66.3% | +63.6% |
| All | +69.1% | +5.1% | +64.0% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling