+64.9%
CLBK vs RJF
+7.8%
+57.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.3% |
| 7D | +4.6% | +7.2% | -2.6% | +2.4% |
| 30D | -1.5% | +4.9% | -6.4% | -2.9% |
| 3M | +4.4% | -5.5% | +9.9% | +6.0% |
| 6M | +31.7% | +8.0% | +23.7% | +28.2% |
| YTD | +58.7% | +6.2% | +52.5% | +55.4% |
| 1Y | +64.9% | +7.8% | +57.1% | +61.0% |
| All | +64.9% | +7.8% | +57.0% | +61.0% |
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