+154.6%
JPM vs CBOE
+145.0%
+9.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -2.3% | -3.7% | +1.3% | -2.1% |
| 30D | -2.3% | +2.0% | -4.3% | -2.5% |
| 3M | +14.9% | -4.2% | +19.1% | +15.1% |
| 6M | +23.6% | +1.2% | +22.5% | +22.5% |
| YTD | +11.3% | +15.4% | -4.1% | +8.1% |
| 1Y | +19.9% | +23.5% | -3.6% | +15.2% |
| 3Y | +162.6% | +93.2% | +69.4% | +120.7% |
| 5Y | +154.6% | +142.0% | +12.7% | +94.0% |
| All | +154.6% | +145.0% | +9.7% | +94.0% |
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 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