+89.6%
CL vs RJF
+326.9%
-237.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +3.2% | +3.6% | -0.4% | +2.6% |
| 30D | +8.0% | +7.2% | +0.8% | +6.8% |
| 3M | +7.9% | -6.5% | +14.4% | +8.9% |
| 6M | +14.7% | +10.3% | +4.4% | +12.8% |
| YTD | +29.2% | +6.5% | +22.7% | +27.3% |
| 1Y | +29.5% | +6.1% | +23.4% | +27.7% |
| 3Y | +40.7% | +74.9% | -34.2% | +25.1% |
| 5Y | +43.9% | +81.3% | -37.5% | +24.8% |
| All | +89.6% | +326.9% | -237.3% | +36.6% |
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