-0.8%
CRM vs RJF
+104.0%
-104.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +2.0% | +2.0% |
| 7D | -4.4% | -2.7% | -1.7% | -3.1% |
| 30D | +28.1% | -4.3% | +32.4% | +30.8% |
| 3M | +48.8% | +15.7% | +33.1% | +38.3% |
| 6M | +28.3% | +17.8% | +10.4% | +17.5% |
| YTD | -6.0% | +9.2% | -15.2% | -10.9% |
| 1Y | +1.4% | +2.8% | -1.3% | -1.0% |
| 3Y | +11.8% | +69.5% | -57.6% | -18.3% |
| All | -0.8% | +104.0% | -104.9% | -39.7% |
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