+202.4%
COPX vs RJF
+1,022.3%
-819.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.7% |
| 7D | +5.8% | +1.8% | +4.0% | +4.6% |
| 30D | +7.2% | 0.0% | +7.2% | +7.0% |
| 3M | +16.5% | +18.0% | -1.5% | +4.8% |
| 6M | +18.4% | +17.0% | +1.5% | +6.9% |
| YTD | +31.9% | +11.1% | +20.8% | +22.1% |
| 1Y | +88.5% | +8.0% | +80.5% | +77.0% |
| 3Y | +173.1% | +73.3% | +99.8% | +83.4% |
| 5Y | +193.1% | +107.4% | +85.7% | +69.3% |
| 10Y | +591.7% | +428.5% | +163.2% | +96.2% |
| All | +202.4% | +1,022.3% | -819.9% | -56.8% |
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 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