+612.8%
CRS vs RJF
+69.1%
+543.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -4.1% | -4.2% | +0.1% | -1.5% |
| 30D | -16.6% | -3.6% | -13.0% | -14.8% |
| 3M | -14.3% | +15.6% | -29.9% | -22.7% |
| 6M | +11.6% | +17.6% | -6.0% | -0.8% |
| YTD | +42.6% | +9.2% | +33.4% | +31.4% |
| 1Y | +81.8% | +5.5% | +76.3% | +71.0% |
| All | +612.8% | +69.1% | +543.8% | +350.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling