+1,471.8%
CRL vs RJF
+3,521.5%
-2,049.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.7% | +4.0% | -5.7% | -3.1% |
| 30D | +14.6% | +6.1% | +8.4% | +12.2% |
| 3M | +24.8% | -5.8% | +30.6% | +26.8% |
| 6M | +94.7% | +9.7% | +85.0% | +87.7% |
| YTD | +73.4% | +6.2% | +67.2% | +68.9% |
| 1Y | +104.7% | +5.3% | +99.4% | +99.9% |
| 3Y | +101.1% | +74.4% | +26.6% | +68.0% |
| 5Y | -10.8% | +81.6% | -92.3% | -26.9% |
| 10Y | +358.8% | +333.6% | +25.2% | +182.5% |
| All | +1,471.8% | +3,521.5% | -2,049.7% | +374.4% |
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