-36.8%
CLX vs RJF
+106.2%
-142.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.1% |
| 7D | -4.9% | -0.3% | -4.7% | -4.9% |
| 30D | -15.8% | -2.0% | -13.8% | -15.6% |
| 3M | -7.9% | +16.3% | -24.3% | -9.5% |
| 6M | -19.0% | +16.9% | -36.0% | -20.6% |
| YTD | -7.9% | +10.4% | -18.4% | -9.3% |
| 1Y | -25.4% | +7.4% | -32.8% | -26.3% |
| 3Y | -35.0% | +72.2% | -107.2% | -40.0% |
| 5Y | -36.8% | +105.1% | -141.9% | -41.8% |
| All | -36.8% | +106.2% | -142.9% | -41.8% |
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 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