+426.6%
CAH vs JEPI
+93.4%
+333.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -2.2% | -1.1% | -1.1% | -1.2% |
| 30D | +1.2% | -1.3% | +2.5% | +2.4% |
| 3M | +13.1% | +3.3% | +9.7% | +9.8% |
| 6M | +8.5% | +1.0% | +7.5% | +7.5% |
| YTD | +17.6% | +4.2% | +13.4% | +13.1% |
| 1Y | +60.7% | +7.9% | +52.7% | +49.4% |
| 3Y | +183.2% | +30.0% | +153.1% | +116.8% |
| 5Y | +402.2% | +40.9% | +361.3% | +250.8% |
| All | +426.6% | +93.4% | +333.2% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling