+64.9%
CLBK vs RJF
+235.0%
-170.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -1.5% | -2.7% | +1.3% | -0.3% |
| 30D | -1.0% | -4.3% | +3.2% | +0.8% |
| 3M | +22.9% | +15.7% | +7.2% | +14.7% |
| 6M | +44.2% | +17.8% | +26.4% | +33.2% |
| YTD | +64.0% | +9.2% | +54.8% | +56.2% |
| 1Y | +65.7% | +2.8% | +62.9% | +62.0% |
| 3Y | +54.1% | +69.5% | -15.4% | +20.1% |
| 5Y | +44.7% | +105.9% | -61.2% | +0.4% |
| All | +64.9% | +235.0% | -170.0% | -11.4% |
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