+60.0%
CSGP vs RJF
+326.9%
-266.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +1.3% | +3.6% | -2.2% | -0.1% |
| 30D | +2.8% | +7.2% | -4.4% | 0.0% |
| 3M | -6.3% | -6.5% | +0.2% | -3.7% |
| 6M | -3.2% | +10.3% | -13.5% | -7.1% |
| YTD | -54.0% | +6.5% | -60.5% | -55.4% |
| 1Y | -54.8% | +6.1% | -60.9% | -56.2% |
| 3Y | -60.6% | +74.9% | -135.5% | -69.6% |
| 5Y | -62.6% | +81.3% | -144.0% | -72.0% |
| All | +60.0% | +326.9% | -266.9% | -14.3% |
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