+50.9%
CI vs JEPI
+44.2%
+6.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -1.7% | +2.9% | -4.7% | -4.2% |
| 30D | +4.9% | +2.6% | +2.3% | +2.5% |
| 3M | +7.4% | +2.2% | +5.2% | +5.3% |
| 6M | +0.4% | +7.6% | -7.2% | -5.8% |
| YTD | +9.5% | +8.3% | +1.2% | +2.1% |
| 1Y | +12.0% | +9.7% | +2.2% | +3.2% |
| 3Y | +7.1% | +36.7% | -29.6% | -20.8% |
| All | +50.9% | +44.2% | +6.6% | +5.6% |
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