Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CPRT vs RJF✓SelectedUSD · RJFCPRT vs RJF performance historyLatest closeAs of-4.00%09/10
Stock and ETF performance explorer

CPRT vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+387.6%
RJF return
+429.5%
Excess return
-41.9%
Maximum drawdown
-57.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-4.0%-1.1%-2.9%-3.5%
7D-8.4%-4.2%-4.2%-6.8%
30D+4.6%-3.6%+8.2%+6.1%
3M-1.9%+15.6%-17.6%-7.9%
6M-15.3%+17.6%-32.9%-21.2%
YTD-21.5%+9.2%-30.7%-25.0%
1Y-36.6%+5.5%-42.1%-38.9%
3Y-31.2%+70.3%-101.5%-47.0%
5Y-14.1%+106.0%-120.1%-40.2%
All+387.6%+429.5%-41.9%+127.8%

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