+104.6%
CVE vs RJF
+9.4%
+95.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.5% |
| 30D | +16.7% | -1.3% | +18.0% | +16.7% |
| 3M | +9.3% | +18.9% | -9.6% | +7.5% |
| 6M | +43.6% | +15.0% | +28.6% | +42.9% |
| YTD | +93.6% | +12.2% | +81.4% | +91.5% |
| All | +104.6% | +9.4% | +95.2% | +104.3% |
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