+219.2%
CVX vs RJF
+429.3%
-210.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +2.6% | -2.7% | +5.3% | +3.9% |
| 30D | +9.8% | -4.3% | +14.1% | +11.9% |
| 3M | +16.2% | +15.7% | +0.5% | +7.9% |
| 6M | +13.6% | +17.8% | -4.2% | +3.9% |
| YTD | +44.4% | +9.2% | +35.2% | +36.1% |
| 1Y | +40.6% | +2.8% | +37.8% | +36.0% |
| 3Y | +48.2% | +69.5% | -21.3% | +7.9% |
| 5Y | +172.3% | +105.9% | +66.3% | +69.9% |
| All | +219.2% | +429.3% | -210.1% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling