+247.0%
CRL vs RJF
+429.3%
-182.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +1.9% |
| 7D | -3.5% | -2.7% | -0.8% | -2.3% |
| 30D | -2.1% | -4.3% | +2.1% | -0.2% |
| 3M | +48.0% | +15.7% | +32.2% | +37.6% |
| 6M | +64.7% | +17.8% | +46.9% | +51.6% |
| YTD | +39.5% | +9.2% | +30.3% | +32.7% |
| 1Y | +74.2% | +2.8% | +71.4% | +70.0% |
| 3Y | +39.4% | +69.5% | -30.1% | +7.7% |
| 5Y | -36.9% | +105.9% | -142.8% | -56.0% |
| All | +247.0% | +429.3% | -182.2% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling