+32.2%
CVS vs RJF
+104.0%
-71.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -2.2% | -2.7% | +0.6% | -1.6% |
| 30D | -0.1% | -4.3% | +4.2% | +0.8% |
| 3M | -5.2% | +15.7% | -20.9% | -8.5% |
| 6M | +26.9% | +17.8% | +9.1% | +21.7% |
| YTD | +22.1% | +9.2% | +12.9% | +18.8% |
| 1Y | +30.8% | +2.8% | +28.0% | +29.0% |
| 3Y | +54.4% | +69.5% | -15.1% | +31.0% |
| All | +32.2% | +104.0% | -71.8% | +3.7% |
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