+394.0%
CAH vs JEPI
+41.5%
+352.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.2% |
| 7D | -5.1% | -1.0% | -4.1% | -4.3% |
| 30D | +0.2% | -1.4% | +1.6% | +1.4% |
| 3M | +6.3% | +3.5% | +2.7% | +3.4% |
| 6M | +9.4% | +1.9% | +7.5% | +7.7% |
| YTD | +15.0% | +4.4% | +10.5% | +10.8% |
| 1Y | +55.4% | +7.2% | +48.3% | +46.6% |
| 3Y | +173.8% | +29.8% | +144.1% | +117.1% |
| All | +394.0% | +41.5% | +352.5% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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