+105.2%
CTVA vs RJF
+101.5%
+3.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -4.7% | -4.2% | -0.5% | -3.1% |
| 30D | +11.1% | -3.6% | +14.7% | +12.5% |
| 3M | +13.7% | +15.6% | -1.9% | +7.1% |
| 6M | +11.2% | +17.6% | -6.4% | +3.6% |
| YTD | +26.9% | +9.2% | +17.7% | +21.1% |
| 1Y | +18.8% | +5.5% | +13.3% | +15.0% |
| 3Y | +75.9% | +70.3% | +5.6% | +35.4% |
| 5Y | +105.2% | +106.0% | -0.8% | +35.7% |
| All | +105.2% | +101.5% | +3.7% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling