+257.2%
CDE vs JEPI
+92.4%
+164.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.1% |
| 7D | -6.1% | -2.0% | -4.0% | -2.0% |
| 30D | +9.5% | -2.0% | +11.5% | +14.2% |
| 3M | +32.0% | +3.8% | +28.2% | +23.0% |
| 6M | -12.8% | +0.8% | -13.6% | -13.3% |
| YTD | +14.2% | +3.7% | +10.5% | +8.3% |
| 1Y | +36.3% | +7.1% | +29.2% | +21.4% |
| 3Y | +821.4% | +29.4% | +792.0% | +477.7% |
| 5Y | +194.3% | +40.8% | +153.5% | +60.1% |
| All | +257.2% | +92.4% | +164.8% | -17.1% |
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