+97.4%
CB vs JEPI
+41.6%
+55.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.9% |
| 7D | -0.6% | -0.2% | -0.4% | -0.4% |
| 30D | -3.9% | -0.6% | -3.3% | -3.4% |
| 3M | +4.9% | +4.8% | +0.1% | +0.5% |
| 6M | +3.3% | +2.1% | +1.2% | +1.2% |
| YTD | +8.5% | +4.8% | +3.7% | +3.7% |
| 1Y | +22.1% | +8.4% | +13.6% | +12.9% |
| 3Y | +70.1% | +30.8% | +39.3% | +29.1% |
| 5Y | +97.4% | +41.0% | +56.4% | +37.4% |
| All | +97.4% | +41.6% | +55.8% | +37.4% |
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