+110.3%
JCI vs RJF
+106.2%
+4.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +4.1% | -0.3% | +4.3% | +4.2% |
| 30D | -3.8% | -2.0% | -1.8% | -3.0% |
| 3M | -1.6% | +16.3% | -18.0% | -9.3% |
| 6M | +9.5% | +16.9% | -7.4% | +0.5% |
| YTD | +21.7% | +10.4% | +11.3% | +14.1% |
| 1Y | +37.1% | +7.4% | +29.7% | +30.0% |
| 3Y | +165.2% | +72.2% | +93.0% | +92.9% |
| 5Y | +110.3% | +105.1% | +5.2% | +37.6% |
| All | +110.3% | +106.2% | +4.1% | +37.6% |
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