+430.9%
RJF vs CASY
+468.0%
-37.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.6% | +5.0% |
| 7D | -0.3% | -16.5% | +16.3% | +6.5% |
| 30D | -2.0% | -26.4% | +24.4% | +9.9% |
| 3M | +16.3% | -17.3% | +33.6% | +22.0% |
| 6M | +16.9% | -5.2% | +22.1% | +14.6% |
| YTD | +10.4% | +14.1% | -3.6% | -0.7% |
| 1Y | +7.4% | +16.6% | -9.2% | -4.8% |
| 3Y | +72.2% | +163.7% | -91.5% | -3.1% |
| 5Y | +105.1% | +231.3% | -126.2% | -0.2% |
| 10Y | +430.9% | +462.9% | -32.0% | +108.0% |
| All | +430.9% | +468.0% | -37.1% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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