+74.6%
CLF vs RJF
+326.9%
-252.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.9% |
| 7D | +10.4% | +3.6% | +6.8% | +7.3% |
| 30D | +0.6% | +7.2% | -6.7% | -6.1% |
| 3M | +4.1% | -6.5% | +10.6% | +8.8% |
| 6M | +15.1% | +10.3% | +4.8% | +3.5% |
| YTD | -4.7% | +6.5% | -11.2% | -12.7% |
| 1Y | +20.4% | +6.1% | +14.2% | +10.3% |
| 3Y | -23.4% | +74.9% | -98.3% | -55.3% |
| 5Y | -43.3% | +81.3% | -124.6% | -68.8% |
| All | +74.6% | +326.9% | -252.3% | -55.4% |
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