+10.7%
CARR vs JEPI
+41.5%
-30.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +0.3% |
| 7D | -3.8% | -1.0% | -2.8% | -2.1% |
| 30D | -8.9% | -1.4% | -7.5% | -6.6% |
| 3M | -17.3% | +3.5% | -20.9% | -22.2% |
| 6M | -1.4% | +1.9% | -3.3% | -4.2% |
| YTD | +10.0% | +4.4% | +5.6% | +2.7% |
| 1Y | -6.4% | +7.2% | -13.5% | -16.1% |
| 3Y | +1.5% | +29.8% | -28.2% | -33.0% |
| All | +10.7% | +41.5% | -30.8% | -35.9% |
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 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