+8.9%
CRCL vs RJF
+21.4%
-12.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -11.2% | -2.7% | -8.5% | -9.4% |
| 30D | +27.1% | -4.3% | +31.4% | +30.9% |
| 3M | +9.6% | +15.7% | -6.1% | -2.3% |
| 6M | -19.7% | +17.8% | -37.5% | -31.2% |
| YTD | +14.2% | +9.2% | +5.1% | +5.5% |
| 1Y | -32.2% | +2.8% | -35.0% | -33.4% |
| All | +8.9% | +21.4% | -12.5% | +4.1% |
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