+220,352.3%
CSCO vs RJF
+46,442.8%
+173,909.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -10.1% | -1.3% | -8.9% | -9.8% |
| 3M | -15.7% | +18.9% | -34.6% | -21.3% |
| 6M | +36.3% | +15.0% | +21.2% | +28.6% |
| YTD | +43.8% | +12.2% | +31.6% | +36.4% |
| 1Y | +63.9% | +5.6% | +58.3% | +58.6% |
| 3Y | +104.4% | +74.9% | +29.5% | +61.1% |
| 5Y | +111.4% | +106.6% | +4.7% | +52.9% |
| 10Y | +361.7% | +433.1% | -71.4% | +122.3% |
| All | +220,352.3% | +46,442.8% | +173,909.5% | +23,413.0% |
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 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