+5,760.6%
CRM vs RJF
+1,969.4%
+3,791.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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