+159.8%
CVE vs RJF
+428.9%
-269.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.2% |
| 7D | +0.2% | +1.8% | -1.6% | -1.0% |
| 30D | +17.5% | 0.0% | +17.5% | +17.2% |
| 3M | +16.2% | +18.0% | -1.8% | +3.1% |
| 6M | +47.8% | +17.0% | +30.8% | +30.7% |
| YTD | +98.5% | +11.1% | +87.4% | +80.0% |
| 1Y | +109.8% | +8.0% | +101.8% | +93.1% |
| 3Y | +75.5% | +73.3% | +2.2% | +12.1% |
| 5Y | +341.6% | +107.4% | +234.2% | +135.5% |
| 10Y | +159.8% | +428.5% | -268.7% | -22.5% |
| All | +159.8% | +428.9% | -269.1% | -22.5% |
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