+1,309.9%
JPM vs CBOE
+1,020.3%
+289.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -0.4% | -0.8% | +0.3% | -0.2% |
| 30D | -1.4% | +2.7% | -4.1% | -2.4% |
| 3M | +13.9% | +0.7% | +13.2% | +12.4% |
| 6M | +23.5% | -2.0% | +25.5% | +21.7% |
| YTD | +11.6% | +17.1% | -5.5% | +3.1% |
| 1Y | +21.4% | +26.5% | -5.1% | +8.9% |
| 3Y | +163.4% | +96.1% | +67.3% | +94.8% |
| 5Y | +152.5% | +149.3% | +3.2% | +67.2% |
| 10Y | +592.1% | +386.5% | +205.6% | +237.6% |
| All | +1,309.9% | +1,020.3% | +289.6% | +314.9% |
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