+193,725.9%
CSCO vs RJF
+44,074.6%
+149,651.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.5% |
| 7D | +1.9% | +3.6% | -1.7% | +0.6% |
| 30D | -15.8% | +7.2% | -23.1% | -18.1% |
| 3M | -15.4% | -6.5% | -8.9% | -13.4% |
| 6M | -5.4% | +10.3% | -15.7% | -9.3% |
| YTD | +26.5% | +6.5% | +20.0% | +22.1% |
| 1Y | +25.9% | +6.1% | +19.8% | +21.7% |
| 3Y | +97.5% | +74.9% | +22.7% | +56.0% |
| 5Y | +93.0% | +81.3% | +11.7% | +46.6% |
| 10Y | +308.6% | +332.3% | -23.7% | +112.8% |
| All | +193,725.9% | +44,074.6% | +149,651.3% | +20,953.1% |
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