+93.0%
CHRW vs JEPI
+40.2%
+52.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | +4.1% | -1.1% | +5.2% | +5.2% |
| 30D | +1.9% | -1.3% | +3.2% | +3.1% |
| 3M | -21.2% | +3.3% | -24.5% | -23.9% |
| 6M | -16.7% | +1.0% | -17.7% | -17.7% |
| YTD | -5.4% | +4.2% | -9.6% | -9.2% |
| 1Y | +21.2% | +7.9% | +13.2% | +12.5% |
| 3Y | +86.5% | +30.0% | +56.4% | +44.3% |
| 5Y | +93.0% | +40.9% | +52.1% | +38.7% |
| All | +93.0% | +40.2% | +52.8% | +38.7% |
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