-33.6%
CLX vs RJF
+76.7%
-110.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -3.5% | +1.8% | -5.3% | -3.8% |
| 30D | -11.9% | 0.0% | -11.9% | -11.9% |
| 3M | -2.6% | +18.0% | -20.6% | -4.4% |
| 6M | -18.2% | +17.0% | -35.1% | -19.6% |
| YTD | -5.9% | +11.1% | -17.0% | -7.3% |
| 1Y | -23.8% | +8.0% | -31.8% | -24.8% |
| 3Y | -33.6% | +73.3% | -106.9% | -40.8% |
| All | -33.6% | +76.7% | -110.3% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling