+333.6%
RJF vs CASY
+539.5%
-205.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +4.0% | +5.0% | -1.0% | +2.0% |
| 30D | +6.1% | +8.2% | -2.0% | +2.8% |
| 3M | -5.8% | -18.2% | +12.4% | +1.0% |
| 6M | +9.7% | -18.6% | +28.3% | +16.0% |
| YTD | +6.2% | +26.8% | -20.6% | -8.8% |
| 1Y | +5.3% | +31.6% | -26.3% | -11.3% |
| 3Y | +74.4% | +156.5% | -82.1% | +1.0% |
| 5Y | +81.6% | +258.6% | -177.1% | -14.5% |
| 10Y | +333.6% | +550.3% | -216.7% | +59.4% |
| All | +333.6% | +539.5% | -205.9% | +59.4% |
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