+1,065.1%
JCI vs CBOE
+1,045.3%
+19.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -3.6% | +7.5% | +4.7% |
| 30D | -5.7% | +5.1% | -10.7% | -6.8% |
| 3M | -1.4% | +4.6% | -6.0% | -3.1% |
| 6M | +4.1% | -0.3% | +4.4% | +2.7% |
| YTD | +21.7% | +19.8% | +2.0% | +14.4% |
| 1Y | +36.1% | +28.4% | +7.8% | +25.4% |
| 3Y | +154.4% | +104.1% | +50.3% | +100.3% |
| 5Y | +112.0% | +150.9% | -38.9% | +55.3% |
| 10Y | +322.2% | +393.5% | -71.3% | +146.9% |
| All | +1,065.1% | +1,045.3% | +19.8% | +358.2% |
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 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