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  • CVE vs RJF✓SelectedUSD · RJFCVE vs RJF performance historyLatest closeAs of-1.31%09/04
Stock and ETF performance explorer

CVE vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+89.9%
RJF return
+1,195.7%
Excess return
-1,105.8%
Maximum drawdown
-95.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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