+65.2%
CSGP vs RJF
+367.7%
-302.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.2% |
| 7D | +1.3% | +3.6% | -2.3% | -0.1% |
| 30D | +10.7% | +3.5% | +7.2% | +9.2% |
| 3M | +3.3% | -8.9% | +12.2% | +7.3% |
| 6M | -10.3% | +2.9% | -13.2% | -11.6% |
| YTD | -54.6% | +2.8% | -57.4% | -55.4% |
| 1Y | -54.6% | +2.7% | -57.3% | -55.5% |
| 3Y | -60.3% | +69.3% | -129.6% | -68.9% |
| 5Y | -63.3% | +75.0% | -138.3% | -72.1% |
| All | +65.2% | +367.7% | -302.5% | -12.0% |
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 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