+1,036.7%
CBOE vs RJF
+1,083.2%
-46.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -4.6% | +1.8% | -6.4% | -5.1% |
| 30D | +2.6% | 0.0% | +2.6% | +2.5% |
| 3M | +4.9% | +18.0% | -13.0% | +0.4% |
| 6M | -2.2% | +17.0% | -19.1% | -6.5% |
| YTD | +17.7% | +11.1% | +6.6% | +13.7% |
| 1Y | +26.1% | +8.0% | +18.1% | +22.4% |
| 3Y | +97.1% | +73.3% | +23.8% | +63.3% |
| 5Y | +149.2% | +107.4% | +41.8% | +91.1% |
| 10Y | +385.1% | +428.5% | -43.4% | +161.3% |
| All | +1,036.7% | +1,083.2% | -46.6% | +324.7% |
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 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