+193.3%
COP vs RJF
+106.2%
+87.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +11.7% | -2.0% | +13.7% | +12.4% |
| 3M | +17.7% | +16.3% | +1.3% | +10.1% |
| 6M | +18.3% | +16.9% | +1.4% | +9.9% |
| YTD | +49.1% | +10.4% | +38.6% | +41.4% |
| 1Y | +53.3% | +7.4% | +45.9% | +46.7% |
| 3Y | +22.2% | +72.2% | -50.1% | -6.6% |
| 5Y | +193.3% | +105.1% | +88.2% | +95.8% |
| All | +193.3% | +106.2% | +87.1% | +95.8% |
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