+340.5%
JCI vs CBOE
+368.5%
-28.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.7% |
| 7D | +0.7% | -5.8% | +6.5% | +1.9% |
| 30D | -4.4% | -3.1% | -1.3% | -3.9% |
| 3M | +1.7% | -4.8% | +6.4% | +2.1% |
| 6M | +8.8% | -0.6% | +9.4% | +7.3% |
| YTD | +22.6% | +12.8% | +9.9% | +17.1% |
| 1Y | +36.2% | +19.8% | +16.4% | +27.9% |
| 3Y | +168.0% | +86.9% | +81.1% | +115.8% |
| 5Y | +113.5% | +136.5% | -23.1% | +57.3% |
| All | +340.5% | +368.5% | -28.0% | +183.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling