+395.2%
COR vs RJF
+429.3%
-34.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -2.7% | -0.1% | -2.0% |
| 30D | +2.6% | -4.3% | +6.8% | +3.9% |
| 3M | +14.5% | +15.7% | -1.3% | +9.2% |
| 6M | -7.8% | +17.8% | -25.6% | -12.8% |
| YTD | -4.2% | +9.2% | -13.4% | -7.6% |
| 1Y | +7.0% | +2.8% | +4.2% | +4.9% |
| 3Y | +85.5% | +69.5% | +16.1% | +48.2% |
| 5Y | +181.2% | +105.9% | +75.3% | +100.2% |
| All | +395.2% | +429.3% | -34.1% | +117.7% |
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