+3,264.4%
CSGP vs RJF
+2,846.6%
+417.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -1.8% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | +2.3% | -1.3% | +3.6% | +2.8% |
| 3M | -8.2% | +18.9% | -27.0% | -14.1% |
| 6M | -35.1% | +15.0% | -50.1% | -38.7% |
| YTD | -54.0% | +12.2% | -66.2% | -56.3% |
| 1Y | -65.3% | +5.6% | -70.9% | -66.3% |
| 3Y | -62.6% | +74.9% | -137.4% | -70.4% |
| 5Y | -64.8% | +106.6% | -171.5% | -74.3% |
| 10Y | +45.1% | +433.1% | -388.0% | -30.5% |
| All | +3,264.4% | +2,846.6% | +417.7% | +574.4% |
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 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