+50.6%
CI vs JEPI
+39.8%
+10.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.4% |
| 7D | -1.3% | -2.0% | +0.7% | +0.5% |
| 30D | +3.1% | -2.0% | +5.2% | +5.0% |
| 3M | -4.5% | +3.8% | -8.3% | -7.6% |
| 6M | +8.3% | +0.8% | +7.4% | +7.4% |
| YTD | +3.8% | +3.7% | +0.1% | +0.5% |
| 1Y | -5.0% | +7.1% | -12.1% | -10.5% |
| 3Y | +5.8% | +29.4% | -23.6% | -18.0% |
| 5Y | +50.6% | +40.8% | +9.9% | +7.2% |
| All | +50.6% | +39.8% | +10.8% | +7.2% |
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 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