+149.1%
COPX vs RJF
+69.0%
+80.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.3% | -2.7% | +0.4% | -1.3% |
| 30D | +0.3% | -4.3% | +4.5% | +1.9% |
| 3M | +6.8% | +15.7% | -8.9% | +0.5% |
| 6M | +7.9% | +17.8% | -9.9% | +0.7% |
| YTD | +23.7% | +9.2% | +14.6% | +18.4% |
| 1Y | +71.5% | +2.8% | +68.8% | +67.6% |
| 3Y | +149.1% | +69.5% | +79.6% | +91.4% |
| All | +149.1% | +69.0% | +80.1% | +91.4% |
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 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