+99.8%
CHRW vs JEPI
+100.7%
-0.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +7.3% | +2.7% | +4.6% | +4.4% |
| 30D | -3.6% | +2.5% | -6.1% | -6.0% |
| 3M | -9.6% | +1.9% | -11.5% | -11.4% |
| 6M | -17.0% | +7.7% | -24.7% | -23.5% |
| YTD | -15.4% | +8.2% | -23.6% | -22.2% |
| 1Y | -10.0% | +10.4% | -20.4% | -18.9% |
| 3Y | +82.2% | +36.5% | +45.6% | +30.6% |
| 5Y | +59.4% | +44.2% | +15.2% | +7.9% |
| All | +99.8% | +100.7% | -0.8% | -14.1% |
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 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