+320.2%
CVE vs RJF
+106.8%
+213.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.6% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | +16.7% | -1.3% | +18.0% | +17.2% |
| 3M | +9.3% | +18.9% | -9.6% | -0.3% |
| 6M | +43.6% | +15.0% | +28.6% | +32.6% |
| YTD | +93.6% | +12.2% | +81.4% | +79.7% |
| 1Y | +98.8% | +5.6% | +93.1% | +90.1% |
| 3Y | +73.6% | +74.9% | -1.3% | +22.8% |
| All | +320.2% | +106.8% | +213.4% | +142.9% |
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