+118.1%
COF vs RJF
+69.0%
+49.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -2.7% | -2.4% | -3.1% |
| 30D | -6.0% | -4.3% | -1.8% | -2.9% |
| 3M | +14.8% | +15.7% | -0.9% | +2.5% |
| 6M | +15.3% | +17.8% | -2.5% | +1.1% |
| YTD | -13.0% | +9.2% | -22.2% | -19.4% |
| 1Y | -5.7% | +2.8% | -8.5% | -8.6% |
| 3Y | +118.1% | +69.5% | +48.7% | +58.3% |
| All | +118.1% | +69.0% | +49.1% | +58.3% |
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