+148.6%
CVE vs RJF
+326.9%
-178.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | +5.9% | +3.6% | +2.4% | +3.6% |
| 30D | -10.9% | +7.2% | -18.1% | -15.4% |
| 3M | -4.5% | -6.5% | +2.0% | -1.5% |
| 6M | -1.0% | +10.3% | -11.3% | -9.3% |
| YTD | +74.7% | +6.5% | +68.2% | +61.3% |
| 1Y | +65.8% | +6.1% | +59.7% | +53.1% |
| 3Y | +73.2% | +74.9% | -1.7% | +8.9% |
| 5Y | +155.6% | +81.3% | +74.3% | +48.5% |
| All | +148.6% | +326.9% | -178.4% | -10.6% |
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 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