-11.1%
CHYM vs JEPI
+11.4%
-22.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.8% |
| 7D | -2.3% | -1.0% | -1.3% | +0.4% |
| 30D | +4.4% | -1.4% | +5.9% | +8.6% |
| 3M | +91.3% | +3.5% | +87.8% | +74.8% |
| 6M | +44.0% | +1.9% | +42.0% | +37.7% |
| YTD | +31.1% | +4.4% | +26.7% | +16.4% |
| 1Y | +37.8% | +7.2% | +30.6% | +14.5% |
| All | -11.1% | +11.4% | -22.5% | -30.8% |
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