-24.8%
CCL vs RJF
+7.8%
-32.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.1% |
| 7D | -5.0% | -0.6% | -4.5% | -4.7% |
| 30D | -20.3% | -1.3% | -19.1% | -19.8% |
| 3M | -15.1% | +18.9% | -34.0% | -24.1% |
| 6M | -15.1% | +15.0% | -30.1% | -23.3% |
| YTD | -21.8% | +12.2% | -34.0% | -30.2% |
| 1Y | -24.8% | +5.6% | -30.4% | -31.0% |
| All | -24.8% | +7.8% | -32.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling