+30.3%
CLX vs RJF
+323.5%
-293.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +8.5% | +1.5% | +7.0% | +8.4% |
| 30D | +30.0% | +6.7% | +23.3% | +29.2% |
| 3M | +3.8% | -7.3% | +11.1% | +4.5% |
| 6M | +24.6% | +9.8% | +14.9% | +23.6% |
| YTD | +12.8% | +5.6% | +7.1% | +12.0% |
| 1Y | +8.6% | +2.3% | +6.3% | +8.2% |
| 3Y | -8.6% | +73.6% | -82.2% | -13.4% |
| 5Y | -21.8% | +79.9% | -101.6% | -26.2% |
| All | +30.3% | +323.5% | -293.3% | +11.9% |
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