+3,388.4%
CSGP vs RJF
+2,624.0%
+764.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | +13.9% | +2.2% | +11.7% | +12.9% |
| 30D | +16.0% | +3.4% | +12.6% | +14.6% |
| 3M | +6.1% | -8.7% | +14.8% | +9.9% |
| 6M | -8.2% | +4.1% | -12.3% | -9.8% |
| YTD | -52.3% | +3.7% | -56.1% | -53.3% |
| 1Y | -54.5% | +4.4% | -58.9% | -55.5% |
| 3Y | -58.6% | +69.2% | -127.7% | -66.8% |
| 5Y | -61.5% | +76.6% | -138.1% | -70.1% |
| 10Y | +74.7% | +382.8% | -308.1% | -12.9% |
| All | +3,388.4% | +2,624.0% | +764.4% | +620.9% |
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