+340.5%
JCI vs RJF
+429.3%
-88.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.3% |
| 7D | +0.7% | -2.7% | +3.4% | +2.1% |
| 30D | -4.4% | -4.3% | -0.2% | -2.5% |
| 3M | +1.7% | +15.7% | -14.1% | -5.8% |
| 6M | +8.8% | +17.8% | -9.0% | -0.3% |
| YTD | +22.6% | +9.2% | +13.5% | +15.9% |
| 1Y | +36.2% | +2.8% | +33.4% | +32.3% |
| 3Y | +168.0% | +69.5% | +98.6% | +100.4% |
| 5Y | +113.5% | +105.9% | +7.5% | +42.4% |
| All | +340.5% | +429.3% | -88.8% | +89.5% |
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