+31.7%
CVS vs RJF
+5.1%
+26.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -2.0% | -4.2% | +2.2% | -1.8% |
| 30D | +1.9% | -3.6% | +5.5% | +2.0% |
| 3M | -2.2% | +15.6% | -17.8% | -2.8% |
| 6M | +26.7% | +17.6% | +9.1% | +25.4% |
| YTD | +22.9% | +9.2% | +13.7% | +21.3% |
| All | +31.7% | +5.1% | +26.6% | +30.2% |
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