+2,609.7%
CLS vs RJF
+2,691.6%
-81.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +23.5% | +1.5% | +22.0% | +22.6% |
| 30D | -28.9% | +6.7% | -35.6% | -31.6% |
| 3M | -25.2% | -7.3% | -17.8% | -22.8% |
| 6M | -32.1% | +9.8% | -41.9% | -36.1% |
| YTD | -14.1% | +5.6% | -19.7% | -17.9% |
| 1Y | -24.1% | +2.3% | -26.3% | -25.9% |
| 3Y | +897.0% | +73.6% | +823.4% | +651.6% |
| 5Y | +2,089.9% | +79.9% | +2,010.0% | +1,498.5% |
| 10Y | +2,022.2% | +328.8% | +1,693.4% | +859.2% |
| All | +2,609.7% | +2,691.6% | -81.9% | +179.4% |
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