+2,601.7%
JBL vs CBOE
+1,020.3%
+1,581.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +4.0% | -0.8% | +4.8% | +4.3% |
| 30D | -7.5% | +2.7% | -10.2% | -8.4% |
| 3M | -14.1% | +0.7% | -14.8% | -15.3% |
| 6M | +25.9% | -2.0% | +27.9% | +23.7% |
| YTD | +36.7% | +17.1% | +19.5% | +25.3% |
| 1Y | +49.0% | +26.5% | +22.5% | +32.3% |
| 3Y | +191.8% | +96.1% | +95.6% | +105.7% |
| 5Y | +409.8% | +149.3% | +260.5% | +215.9% |
| 10Y | +1,509.2% | +386.5% | +1,122.7% | +578.1% |
| All | +2,601.7% | +1,020.3% | +1,581.4% | +497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling