+216.7%
CTVA vs RJF
+240.3%
-23.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -2.7% | -1.8% | -3.2% |
| 30D | +11.3% | -4.3% | +15.6% | +13.5% |
| 3M | +12.3% | +15.7% | -3.4% | +4.0% |
| 6M | +7.2% | +17.8% | -10.6% | -2.1% |
| YTD | +26.0% | +9.2% | +16.8% | +18.7% |
| 1Y | +16.0% | +2.8% | +13.3% | +12.5% |
| 3Y | +73.9% | +69.5% | +4.5% | +26.6% |
| 5Y | +103.8% | +105.9% | -2.2% | +28.2% |
| All | +216.7% | +240.3% | -23.6% | +44.1% |
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