+67.3%
CSGP vs RJF
+371.5%
-304.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.0% |
| 7D | -1.8% | +3.4% | -5.2% | -3.1% |
| 30D | +5.3% | +5.9% | -0.7% | +2.9% |
| 3M | +3.3% | -4.6% | +7.9% | +5.4% |
| 6M | -4.7% | +9.5% | -14.2% | -8.3% |
| YTD | -53.5% | +6.0% | -59.5% | -54.9% |
| 1Y | -53.7% | +4.3% | -58.1% | -54.9% |
| 3Y | -59.7% | +76.6% | -136.3% | -69.0% |
| 5Y | -62.5% | +80.6% | -143.1% | -71.8% |
| 10Y | +67.3% | +346.5% | -279.2% | -10.4% |
| All | +67.3% | +371.5% | -304.2% | -10.4% |
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