-37.0%
CRL vs RJF
+105.7%
-142.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | -0.6% | +1.8% | -2.3% | -1.5% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +50.6% | +18.0% | +32.6% | +36.9% |
| 6M | +60.9% | +17.0% | +44.0% | +46.7% |
| YTD | +40.7% | +11.1% | +29.6% | +31.4% |
| 1Y | +73.3% | +8.0% | +65.4% | +63.7% |
| 3Y | +40.6% | +73.3% | -32.7% | +1.9% |
| 5Y | -37.0% | +107.4% | -144.4% | -58.8% |
| All | -37.0% | +105.7% | -142.7% | -58.8% |
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