+167.6%
COPX vs RJF
+101.5%
+66.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.9% | -6.5% |
| 7D | -2.9% | -4.2% | +1.3% | -0.9% |
| 30D | 0.0% | -3.6% | +3.6% | +1.7% |
| 3M | +14.8% | +15.6% | -0.8% | +6.7% |
| 6M | +7.0% | +17.6% | -10.6% | -1.5% |
| YTD | +23.8% | +9.2% | +14.6% | +17.6% |
| 1Y | +75.7% | +5.5% | +70.2% | +69.2% |
| 3Y | +156.4% | +70.3% | +86.1% | +85.6% |
| 5Y | +167.6% | +106.0% | +61.5% | +65.6% |
| All | +167.6% | +101.5% | +66.1% | +65.6% |
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