+114.4%
JCI vs CBOE
+136.7%
-22.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.3% |
| 7D | +0.7% | -5.8% | +6.5% | +1.0% |
| 30D | -4.4% | -3.1% | -1.3% | -4.3% |
| 3M | +1.7% | -4.8% | +6.4% | +1.8% |
| 6M | +8.8% | -0.6% | +9.4% | +8.2% |
| YTD | +22.6% | +12.8% | +9.9% | +20.1% |
| 1Y | +36.2% | +19.8% | +16.4% | +32.3% |
| 3Y | +168.0% | +86.9% | +81.1% | +125.3% |
| All | +114.4% | +136.7% | -22.3% | +57.2% |
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