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  • CRM vs RJF✓SelectedUSD · RJFCRM vs RJF performance historyLatest closeAs of+1.94%09/11
Stock and ETF performance explorer

CRM vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,760.6%
RJF return
+1,969.4%
Excess return
+3,791.2%
Maximum drawdown
-70.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+1.9%0.0%+2.0%+2.0%
7D-4.4%-2.7%-1.7%-3.2%
30D+28.1%-4.3%+32.4%+30.6%
3M+48.8%+15.7%+33.1%+38.9%
6M+28.3%+17.8%+10.4%+18.1%
YTD-6.0%+9.2%-15.2%-10.6%
1Y+1.4%+2.8%-1.3%-1.0%
3Y+11.8%+69.5%-57.6%-15.0%
5Y-2.0%+105.9%-108.0%-33.0%
10Y+239.6%+424.9%-185.2%+36.7%
All+5,760.6%+1,969.4%+3,791.2%+852.6%

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