-11.7%
CCI vs JEPI
+29.2%
-40.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.4% |
| 7D | -4.4% | -2.0% | -2.4% | -2.9% |
| 30D | +0.3% | -2.0% | +2.3% | +1.9% |
| 3M | -20.0% | +3.8% | -23.8% | -22.4% |
| 6M | -14.5% | +0.8% | -15.4% | -15.1% |
| YTD | -14.9% | +3.7% | -18.6% | -17.1% |
| 1Y | -17.7% | +7.1% | -24.8% | -21.6% |
| All | -11.7% | +29.2% | -40.9% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling