+73.2%
CVE vs RJF
+7.8%
+65.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.3% | -12.0% | -7.1% |
| 7D | -12.1% | +7.2% | -19.2% | -11.4% |
| 30D | -9.8% | +4.9% | -14.7% | -9.1% |
| 3M | -0.7% | -5.5% | +4.8% | -0.1% |
| 6M | -4.3% | +8.0% | -12.3% | -4.2% |
| YTD | +70.6% | +6.2% | +64.4% | +70.1% |
| 1Y | +73.2% | +7.8% | +65.4% | +71.6% |
| All | +73.2% | +7.8% | +65.3% | +71.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling