+491.1%
COR vs RJF
+326.9%
+164.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +7.6% | +3.6% | +4.1% | +6.5% |
| 30D | +6.8% | +7.2% | -0.4% | +4.6% |
| 3M | +16.0% | -6.5% | +22.5% | +18.3% |
| 6M | +41.0% | +10.3% | +30.7% | +36.5% |
| YTD | +6.9% | +6.5% | +0.4% | +3.9% |
| 1Y | -1.0% | +6.1% | -7.1% | -3.8% |
| 3Y | +84.6% | +74.9% | +9.8% | +46.6% |
| 5Y | +203.3% | +81.3% | +122.0% | +128.6% |
| All | +491.1% | +326.9% | +164.1% | +212.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling