+4,492.0%
COP vs RJF
+49,848.3%
-45,356.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | +17.5% | -1.3% | +18.7% | +17.8% |
| 3M | +13.4% | +18.9% | -5.5% | +7.3% |
| 6M | +17.7% | +15.0% | +2.7% | +12.1% |
| YTD | +46.6% | +12.2% | +34.4% | +40.4% |
| 1Y | +44.6% | +5.6% | +39.0% | +40.7% |
| 3Y | +20.7% | +74.9% | -54.2% | +0.4% |
| 5Y | +185.0% | +106.6% | +78.4% | +123.8% |
| 10Y | +347.0% | +433.1% | -86.1% | +174.2% |
| All | +4,492.0% | +49,848.3% | -45,356.3% | +1,480.5% |
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