+123.1%
CHRW vs JEPI
+94.5%
+28.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.3% |
| 7D | +1.9% | -0.2% | +2.2% | +2.2% |
| 30D | +0.9% | -0.6% | +1.5% | +1.5% |
| 3M | -19.9% | +4.8% | -24.7% | -24.0% |
| 6M | -15.8% | +2.1% | -17.9% | -17.8% |
| YTD | -5.6% | +4.8% | -10.4% | -10.2% |
| 1Y | +21.0% | +8.4% | +12.6% | +11.2% |
| 3Y | +86.0% | +30.8% | +55.2% | +39.6% |
| 5Y | +88.6% | +41.0% | +47.7% | +30.6% |
| All | +123.1% | +94.5% | +28.6% | -1.0% |
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