-47.8%
CLF vs RJF
+106.8%
-154.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +3.0% |
| 7D | +7.6% | -0.6% | +8.2% | +8.0% |
| 30D | -1.2% | -1.3% | +0.1% | -0.3% |
| 3M | -13.4% | +18.9% | -32.3% | -24.8% |
| 6M | +15.4% | +15.0% | +0.4% | +2.4% |
| YTD | -5.9% | +12.2% | -18.1% | -15.7% |
| 1Y | +18.8% | +5.6% | +13.2% | +11.4% |
| 3Y | -19.4% | +74.9% | -94.3% | -50.6% |
| All | -47.8% | +106.8% | -154.6% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling