+314.5%
RJF vs CASY
+550.0%
-235.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +1.5% | +2.5% | -1.0% | +0.5% |
| 30D | +6.7% | +10.2% | -3.5% | +2.5% |
| 3M | -7.3% | -15.7% | +8.3% | -1.8% |
| 6M | +9.8% | -18.4% | +28.1% | +16.0% |
| YTD | +5.6% | +28.3% | -22.6% | -9.6% |
| 1Y | +2.3% | +32.6% | -30.3% | -14.1% |
| 3Y | +73.6% | +159.5% | -85.9% | +0.2% |
| 5Y | +79.9% | +263.9% | -184.0% | -15.7% |
| All | +314.5% | +550.0% | -235.5% | +54.3% |
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