+3.9%
CI vs JEPI
+30.9%
-27.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.4% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -1.8% | -0.6% | -1.2% | -1.4% |
| 3M | -4.2% | +4.8% | -9.0% | -7.1% |
| 6M | +2.7% | +2.1% | +0.6% | +1.3% |
| YTD | +1.9% | +4.8% | -2.9% | -1.1% |
| 1Y | -6.3% | +8.4% | -14.7% | -10.8% |
| 3Y | +3.9% | +30.8% | -26.9% | -16.1% |
| All | +3.9% | +30.9% | -27.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling