+1,034.4%
CCL vs RJF
+47,306.8%
-46,272.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -1.2% | +3.6% | -4.8% | -2.8% |
| 30D | +13.1% | +7.2% | +5.9% | +9.6% |
| 3M | +3.4% | -6.5% | +9.9% | +6.7% |
| 6M | +18.7% | +10.3% | +8.4% | +12.9% |
| YTD | -2.3% | +6.5% | -8.8% | -5.6% |
| 1Y | +14.2% | +6.1% | +8.1% | +10.5% |
| 3Y | +133.6% | +74.9% | +58.7% | +80.1% |
| 5Y | +33.5% | +81.3% | -47.8% | +4.4% |
| 10Y | -32.8% | +332.3% | -365.1% | -61.4% |
| All | +1,034.4% | +47,306.8% | -46,272.5% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling