-3.3%
CLX vs RJF
+429.5%
-432.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -5.9% | -4.2% | -1.7% | -5.5% |
| 30D | -17.0% | -3.6% | -13.4% | -16.8% |
| 3M | -9.6% | +15.6% | -25.2% | -10.7% |
| 6M | -21.5% | +17.6% | -39.1% | -22.6% |
| YTD | -8.8% | +9.2% | -18.0% | -9.6% |
| 1Y | -24.7% | +5.5% | -30.2% | -25.2% |
| 3Y | -35.6% | +70.3% | -106.0% | -38.9% |
| 5Y | -37.6% | +106.0% | -143.7% | -41.7% |
| All | -3.3% | +429.5% | -432.8% | -18.4% |
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 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