+49.0%
CCL vs RJF
+71.0%
-22.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -18.2% | -2.0% | -16.2% | -17.0% |
| 3M | -17.7% | +16.3% | -34.0% | -27.1% |
| 6M | -13.0% | +16.9% | -29.9% | -23.3% |
| YTD | -24.5% | +10.4% | -34.9% | -31.3% |
| 1Y | -26.9% | +7.4% | -34.4% | -32.1% |
| All | +49.0% | +71.0% | -22.0% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling