+3,231.7%
CLS vs RJF
+2,865.0%
+366.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +4.6% | -0.6% | +5.2% | +5.0% |
| 30D | -13.9% | -1.3% | -12.6% | -13.4% |
| 3M | -26.6% | +18.9% | -45.4% | -33.2% |
| 6M | +15.4% | +15.0% | +0.4% | +7.0% |
| YTD | +5.7% | +12.2% | -6.5% | -1.5% |
| 1Y | +41.1% | +5.6% | +35.5% | +35.5% |
| 3Y | +1,228.6% | +74.9% | +1,153.7% | +901.1% |
| 5Y | +3,240.6% | +106.6% | +3,134.0% | +2,190.9% |
| 10Y | +2,760.3% | +433.1% | +2,327.3% | +1,064.3% |
| All | +3,231.7% | +2,865.0% | +366.7% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling