+67.4%
CLBK vs RJF
+244.3%
-176.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | +1.2% | -0.6% | +1.8% | +1.4% |
| 30D | +9.1% | -1.3% | +10.4% | +9.6% |
| 3M | +27.7% | +18.9% | +8.8% | +17.8% |
| 6M | +40.8% | +15.0% | +25.8% | +31.5% |
| YTD | +66.4% | +12.2% | +54.2% | +56.6% |
| 1Y | +72.4% | +5.6% | +66.7% | +66.4% |
| 3Y | +50.7% | +74.9% | -24.2% | +15.8% |
| 5Y | +42.9% | +106.6% | -63.7% | -1.0% |
| All | +67.4% | +244.3% | -176.9% | -11.2% |
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