+337.5%
COP vs RJF
+429.5%
-92.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | +1.0% | -4.2% | +5.2% | +3.3% |
| 30D | +9.6% | -3.6% | +13.2% | +11.5% |
| 3M | +15.0% | +15.6% | -0.6% | +5.2% |
| 6M | +21.8% | +17.6% | +4.2% | +9.4% |
| YTD | +49.6% | +9.2% | +40.4% | +39.4% |
| 1Y | +49.9% | +5.5% | +44.4% | +41.8% |
| 3Y | +22.6% | +70.3% | -47.7% | -15.1% |
| 5Y | +193.6% | +106.0% | +87.6% | +72.2% |
| All | +337.5% | +429.5% | -92.0% | +39.3% |
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 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