+2,806.9%
CLX vs RJF
+47,306.8%
-44,500.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +9.5% | +3.6% | +5.9% | +9.0% |
| 30D | +30.7% | +7.2% | +23.4% | +29.5% |
| 3M | +4.2% | -6.5% | +10.7% | +5.2% |
| 6M | +22.1% | +10.3% | +11.8% | +20.5% |
| YTD | +14.1% | +6.5% | +7.6% | +12.8% |
| 1Y | +10.3% | +6.1% | +4.2% | +9.1% |
| 3Y | -7.8% | +74.9% | -82.7% | -15.4% |
| 5Y | -20.8% | +81.3% | -102.2% | -28.5% |
| 10Y | +31.9% | +332.3% | -300.4% | +1.5% |
| All | +2,806.9% | +47,306.8% | -44,500.0% | +792.5% |
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