+1,323.2%
CRS vs RJF
+429.3%
+893.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -6.8% | -2.7% | -4.1% | -4.6% |
| 30D | -16.1% | -4.3% | -11.9% | -13.3% |
| 3M | -21.2% | +15.7% | -36.9% | -31.0% |
| 6M | +8.7% | +17.8% | -9.1% | -6.6% |
| YTD | +41.0% | +9.2% | +31.8% | +27.3% |
| 1Y | +82.7% | +2.8% | +79.9% | +72.7% |
| 3Y | +604.8% | +69.5% | +535.3% | +325.5% |
| 5Y | +1,384.7% | +105.9% | +1,278.8% | +619.8% |
| All | +1,323.2% | +429.3% | +893.9% | +289.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling