+63.6%
CCL vs JEPI
+95.7%
-32.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +1.0% |
| 7D | -5.0% | -0.3% | -4.7% | -4.3% |
| 30D | -20.3% | +0.1% | -20.5% | -20.6% |
| 3M | -15.1% | +4.8% | -19.9% | -23.3% |
| 6M | -15.1% | +1.0% | -16.1% | -15.8% |
| YTD | -21.8% | +5.5% | -27.3% | -29.2% |
| 1Y | -24.8% | +9.2% | -34.0% | -36.7% |
| 3Y | +51.9% | +31.2% | +20.7% | -11.3% |
| 5Y | +4.0% | +41.4% | -37.3% | -46.3% |
| All | +63.6% | +95.7% | -32.1% | -56.6% |
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