+2,336.0%
CLX vs RJF
+49,848.3%
-47,512.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.1% |
| 7D | -9.2% | -0.6% | -8.6% | -9.2% |
| 30D | -11.0% | -1.3% | -9.8% | -10.9% |
| 3M | +5.0% | +18.9% | -13.8% | +2.6% |
| 6M | -18.8% | +15.0% | -33.9% | -20.4% |
| YTD | -4.4% | +12.2% | -16.6% | -6.1% |
| 1Y | -21.9% | +5.6% | -27.5% | -22.7% |
| 3Y | -32.8% | +74.9% | -107.6% | -38.3% |
| 5Y | -34.6% | +106.6% | -141.2% | -41.9% |
| 10Y | -4.7% | +433.1% | -437.8% | -28.9% |
| All | +2,336.0% | +49,848.3% | -47,512.3% | +642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling