+56.4%
CCL vs JEPI
+92.4%
-36.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.1% |
| 7D | -4.3% | -2.0% | -2.3% | +0.4% |
| 30D | -19.0% | -2.0% | -17.0% | -15.0% |
| 3M | -13.1% | +3.8% | -16.9% | -19.8% |
| 6M | -13.3% | +0.8% | -14.1% | -13.6% |
| YTD | -25.2% | +3.7% | -29.0% | -29.7% |
| 1Y | -27.2% | +7.1% | -34.3% | -35.9% |
| 3Y | +49.2% | +29.4% | +19.8% | -10.0% |
| 5Y | +0.4% | +40.8% | -40.4% | -47.0% |
| All | +56.4% | +92.4% | -36.1% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling