+9,611.2%
CRS vs RJF
+48,514.8%
-38,903.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.7% |
| 7D | -4.1% | -4.2% | +0.1% | -2.2% |
| 30D | -16.6% | -3.6% | -13.0% | -15.2% |
| 3M | -14.3% | +15.6% | -29.9% | -20.2% |
| 6M | +11.6% | +17.6% | -6.0% | +3.0% |
| YTD | +42.6% | +9.2% | +33.4% | +35.3% |
| 1Y | +81.8% | +5.5% | +76.3% | +74.9% |
| 3Y | +632.1% | +70.3% | +561.7% | +468.9% |
| 5Y | +1,401.6% | +106.0% | +1,295.6% | +971.1% |
| 10Y | +1,379.0% | +425.1% | +954.0% | +655.6% |
| All | +9,611.2% | +48,514.8% | -38,903.6% | +1,977.5% |
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