+590.9%
JPM vs CBOE
+368.5%
+222.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | -0.7% | -5.8% | +5.1% | +1.0% |
| 30D | -2.5% | -3.1% | +0.7% | -1.8% |
| 3M | +14.1% | -4.8% | +18.9% | +14.7% |
| 6M | +25.1% | -0.6% | +25.7% | +22.6% |
| YTD | +12.1% | +12.8% | -0.7% | +5.1% |
| 1Y | +18.8% | +19.8% | -1.0% | +9.0% |
| 3Y | +163.4% | +86.9% | +76.5% | +98.2% |
| 5Y | +156.5% | +136.5% | +20.0% | +72.3% |
| All | +590.9% | +368.5% | +222.3% | +225.6% |
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