+89.9%
CVE vs RJF
+1,195.7%
-1,105.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.4% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | +16.7% | -1.3% | +18.0% | +17.4% |
| 3M | +9.3% | +18.9% | -9.6% | -3.0% |
| 6M | +43.6% | +15.0% | +28.6% | +29.1% |
| YTD | +93.6% | +12.2% | +81.4% | +75.4% |
| 1Y | +98.8% | +5.6% | +93.1% | +86.4% |
| 3Y | +73.6% | +74.9% | -1.3% | +14.1% |
| 5Y | +312.5% | +106.6% | +205.8% | +134.8% |
| 10Y | +161.0% | +433.1% | -272.0% | -16.9% |
| All | +89.9% | +1,195.7% | -1,105.8% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling