+11.9%
COST vs RJF
+7.8%
+4.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.7% | +2.2% |
| 7D | +6.6% | +7.2% | -0.5% | +5.8% |
| 30D | +13.5% | +4.9% | +8.6% | +12.8% |
| 3M | +10.6% | -5.5% | +16.1% | +10.8% |
| 6M | +3.6% | +8.0% | -4.3% | +3.1% |
| YTD | +22.1% | +6.2% | +15.9% | +23.5% |
| 1Y | +11.9% | +7.8% | +4.1% | +13.2% |
| All | +11.9% | +7.8% | +4.1% | +13.2% |
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