-71.8%
CHTR vs JEPI
+93.8%
-165.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.7% |
| 7D | -4.1% | -1.0% | -3.1% | -2.6% |
| 30D | -3.0% | -1.4% | -1.5% | -0.8% |
| 3M | +4.8% | +3.5% | +1.2% | 0.0% |
| 6M | -35.0% | +1.9% | -37.0% | -36.5% |
| YTD | -30.2% | +4.4% | -34.6% | -33.9% |
| 1Y | -44.8% | +7.2% | -52.0% | -49.6% |
| 3Y | -66.6% | +29.8% | -96.3% | -76.4% |
| 5Y | -81.5% | +41.7% | -123.2% | -88.4% |
| All | -71.8% | +93.8% | -165.6% | -88.2% |
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