+17,451.9%
COR vs RJF
+12,263.6%
+5,188.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | +4.5% | -1.3% | +5.8% | +4.8% |
| 3M | +22.7% | +18.9% | +3.8% | +18.2% |
| 6M | -9.7% | +15.0% | -24.8% | -12.6% |
| YTD | -1.4% | +12.2% | -13.6% | -4.3% |
| 1Y | +13.9% | +5.6% | +8.3% | +11.8% |
| 3Y | +94.0% | +74.9% | +19.1% | +67.9% |
| 5Y | +184.0% | +106.6% | +77.4% | +133.7% |
| 10Y | +406.8% | +433.1% | -26.3% | +235.7% |
| All | +17,451.9% | +12,263.6% | +5,188.3% | +5,906.3% |
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