+189.0%
CDE vs JEPI
+41.5%
+147.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | -0.2% |
| 7D | -3.1% | -1.0% | -2.1% | -1.1% |
| 30D | +9.5% | -1.4% | +10.9% | +12.7% |
| 3M | +25.5% | +3.5% | +21.9% | +17.5% |
| 6M | -7.9% | +1.9% | -9.8% | -10.4% |
| YTD | +15.6% | +4.4% | +11.1% | +8.2% |
| 1Y | +34.0% | +7.2% | +26.9% | +19.5% |
| 3Y | +791.9% | +29.8% | +762.1% | +465.7% |
| All | +189.0% | +41.5% | +147.5% | +61.6% |
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 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