+32.2%
COPX vs RJF
+7.8%
+24.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.4% | +2.2% |
| 7D | -3.0% | +7.2% | -10.1% | -5.6% |
| 30D | -13.6% | +4.9% | -18.5% | -15.3% |
| 3M | -11.2% | -5.5% | -5.7% | -8.9% |
| 6M | -2.4% | +8.0% | -10.4% | -6.0% |
| YTD | +4.2% | +6.2% | -2.0% | -2.6% |
| 1Y | +32.2% | +7.8% | +24.4% | +21.4% |
| All | +32.2% | +7.8% | +24.4% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling