+2,005.0%
CLS vs RJF
+80.1%
+1,925.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.9% |
| 7D | +2.8% | -0.9% | +3.7% | +3.7% |
| 30D | -30.1% | +5.3% | -35.4% | -33.0% |
| 3M | -21.7% | -6.8% | -14.9% | -18.5% |
| 6M | -36.2% | +11.4% | -47.7% | -42.0% |
| YTD | -17.8% | +5.5% | -23.4% | -23.1% |
| 1Y | -26.8% | +3.7% | -30.5% | -30.2% |
| 3Y | +853.4% | +73.4% | +780.0% | +548.6% |
| 5Y | +2,005.0% | +78.3% | +1,926.7% | +1,211.1% |
| All | +2,005.0% | +80.1% | +1,925.0% | +1,211.1% |
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