+83.5%
CLF vs RJF
+343.7%
-260.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.7% |
| 7D | -9.1% | +4.0% | -13.0% | -12.2% |
| 30D | -0.9% | +6.1% | -7.1% | -6.6% |
| 3M | +3.0% | -5.8% | +8.8% | +6.9% |
| 6M | +16.7% | +9.7% | +7.0% | +5.3% |
| YTD | -3.2% | +6.2% | -9.3% | -11.0% |
| 1Y | +24.6% | +5.3% | +19.3% | +15.1% |
| 3Y | -22.3% | +74.4% | -96.7% | -54.5% |
| 5Y | -41.2% | +81.6% | -122.8% | -67.7% |
| 10Y | +83.5% | +333.6% | -250.0% | -54.2% |
| All | +83.5% | +343.7% | -260.2% | -54.2% |
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 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