+1,436.2%
CRL vs RJF
+3,533.0%
-2,096.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +0.1% | +3.6% | -3.4% | -1.0% |
| 30D | +11.9% | +7.2% | +4.7% | +9.2% |
| 3M | +20.2% | -6.5% | +26.7% | +22.4% |
| 6M | +107.5% | +10.3% | +97.2% | +99.7% |
| YTD | +69.4% | +6.5% | +62.9% | +64.9% |
| 1Y | +99.7% | +6.1% | +93.6% | +94.6% |
| 3Y | +98.8% | +74.9% | +23.9% | +65.9% |
| 5Y | -12.4% | +81.3% | -93.8% | -28.2% |
| 10Y | +352.9% | +332.3% | +20.6% | +179.0% |
| All | +1,436.2% | +3,533.0% | -2,096.7% | +363.2% |
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