+148.9%
CVE vs RJF
+80.1%
+68.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | -10.8% | +5.3% | -16.2% | -13.2% |
| 3M | -4.3% | -6.8% | +2.5% | -1.9% |
| 6M | -1.5% | +11.4% | -12.9% | -7.8% |
| YTD | +70.7% | +5.5% | +65.2% | +62.4% |
| 1Y | +58.1% | +3.7% | +54.4% | +51.6% |
| 3Y | +69.8% | +73.4% | -3.6% | +20.8% |
| 5Y | +148.9% | +78.3% | +70.6% | +61.3% |
| All | +148.9% | +80.1% | +68.9% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling