-21.8%
CLX vs RJF
+79.5%
-101.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +8.5% | +1.5% | +7.0% | +8.3% |
| 30D | +30.0% | +6.7% | +23.3% | +28.9% |
| 3M | +3.8% | -7.3% | +11.1% | +4.7% |
| 6M | +24.6% | +9.8% | +14.9% | +23.2% |
| YTD | +12.8% | +5.6% | +7.1% | +11.7% |
| 1Y | +8.6% | +2.3% | +6.3% | +8.0% |
| 3Y | -8.6% | +73.6% | -82.2% | -15.7% |
| 5Y | -21.8% | +79.9% | -101.6% | -26.3% |
| All | -21.8% | +79.5% | -101.2% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling