+413.7%
JBL vs CBOE
+136.7%
+277.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +4.9% |
| 7D | +2.4% | -5.8% | +8.2% | +2.1% |
| 30D | -13.1% | -3.1% | -10.0% | -13.2% |
| 3M | -15.6% | -4.8% | -10.8% | -15.6% |
| 6M | +24.6% | -0.6% | +25.1% | +25.0% |
| YTD | +39.6% | +12.8% | +26.8% | +40.1% |
| 1Y | +48.6% | +19.8% | +28.8% | +49.1% |
| 3Y | +197.3% | +86.9% | +110.3% | +168.1% |
| All | +413.7% | +136.7% | +277.1% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling