+219.9%
CTVA vs RJF
+244.2%
-24.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | +11.1% | -2.0% | +13.1% | +12.0% |
| 3M | +13.2% | +16.3% | -3.1% | +4.6% |
| 6M | +8.7% | +16.9% | -8.2% | -0.3% |
| YTD | +27.3% | +10.4% | +16.8% | +19.2% |
| 1Y | +18.0% | +7.4% | +10.6% | +12.0% |
| 3Y | +76.5% | +72.2% | +4.3% | +27.4% |
| 5Y | +105.1% | +105.1% | 0.0% | +29.5% |
| All | +219.9% | +244.2% | -24.3% | +44.8% |
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