-1.0%
COR vs RJF
+3.6%
-4.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +7.6% | +3.6% | +4.1% | +7.1% |
| 30D | +6.8% | +7.2% | -0.4% | +6.0% |
| 3M | +16.0% | -6.5% | +22.5% | +15.9% |
| 6M | +41.0% | +10.3% | +30.7% | +40.0% |
| YTD | +6.9% | +6.5% | +0.4% | +6.2% |
| 1Y | -1.0% | +6.1% | -7.1% | -1.7% |
| All | -1.0% | +3.6% | -4.6% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling