+76.3%
CL vs RJF
+371.5%
-295.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.6% | +0.9% |
| 7D | +0.5% | +3.4% | -2.9% | 0.0% |
| 30D | +11.6% | +5.9% | +5.6% | +10.6% |
| 3M | +5.6% | -4.6% | +10.2% | +6.3% |
| 6M | +13.2% | +9.5% | +3.7% | +11.4% |
| YTD | +26.9% | +6.0% | +20.9% | +25.2% |
| 1Y | +27.3% | +4.3% | +23.0% | +25.9% |
| 3Y | +39.7% | +76.6% | -36.9% | +24.2% |
| 5Y | +41.3% | +80.6% | -39.3% | +23.0% |
| 10Y | +76.3% | +346.5% | -270.2% | +35.8% |
| All | +76.3% | +371.5% | -295.2% | +35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling