+48,659.1%
RJF vs CASY
+36,294.0%
+12,365.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -1.3% | -11.3% | +10.1% | +2.6% |
| 3M | +18.9% | -0.6% | +19.5% | +17.3% |
| 6M | +15.0% | +10.7% | +4.3% | +8.9% |
| YTD | +12.2% | +37.1% | -24.9% | -1.3% |
| 1Y | +5.6% | +52.3% | -46.7% | -10.8% |
| 3Y | +74.9% | +215.2% | -140.3% | +11.9% |
| 5Y | +106.6% | +276.5% | -169.8% | +23.4% |
| 10Y | +433.1% | +508.4% | -75.3% | +167.1% |
| All | +48,659.1% | +36,294.0% | +12,365.1% | +10,483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling