+3,542.1%
CLS vs RJF
+105.7%
+3,436.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +6.3% |
| 7D | +12.8% | +1.8% | +11.0% | +11.4% |
| 30D | +3.8% | 0.0% | +3.8% | +3.6% |
| 3M | -14.6% | +18.0% | -32.6% | -24.8% |
| 6M | +32.2% | +17.0% | +15.3% | +17.0% |
| YTD | +11.6% | +11.1% | +0.5% | +1.4% |
| 1Y | +35.1% | +8.0% | +27.1% | +25.2% |
| 3Y | +1,312.5% | +73.3% | +1,239.3% | +859.4% |
| 5Y | +3,542.1% | +107.4% | +3,434.6% | +1,905.7% |
| All | +3,542.1% | +105.7% | +3,436.3% | +1,905.7% |
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 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