+1,401.6%
CRS vs RJF
+101.5%
+1,300.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -4.1% | -4.2% | +0.1% | -1.4% |
| 30D | -16.6% | -3.6% | -13.0% | -14.7% |
| 3M | -14.3% | +15.6% | -29.9% | -23.0% |
| 6M | +11.6% | +17.6% | -6.0% | -1.2% |
| YTD | +42.6% | +9.2% | +33.4% | +31.3% |
| 1Y | +81.8% | +5.5% | +76.3% | +70.7% |
| 3Y | +632.1% | +70.3% | +561.7% | +382.8% |
| 5Y | +1,401.6% | +106.0% | +1,295.6% | +711.7% |
| All | +1,401.6% | +101.5% | +1,300.1% | +711.7% |
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