+3,038.3%
CLS vs RJF
+428.4%
+2,609.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +20.1% | -0.3% | +20.4% | +20.4% |
| 30D | +6.0% | -2.0% | +8.1% | +7.2% |
| 3M | -10.3% | +16.3% | -26.6% | -18.7% |
| 6M | +24.5% | +16.9% | +7.6% | +12.5% |
| YTD | +12.9% | +10.4% | +2.4% | +4.7% |
| 1Y | +36.7% | +7.4% | +29.3% | +28.9% |
| 3Y | +1,328.1% | +72.2% | +1,255.9% | +936.3% |
| 5Y | +3,682.3% | +105.1% | +3,577.2% | +2,351.5% |
| 10Y | +3,038.3% | +430.9% | +2,607.4% | +1,187.7% |
| All | +3,038.3% | +428.4% | +2,609.8% | +1,187.7% |
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