+65.5%
CI vs JEPI
+95.7%
-30.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +1.3% | -0.3% | +1.6% | +1.6% |
| 30D | +4.4% | +0.1% | +4.3% | +4.3% |
| 3M | +0.7% | +4.8% | -4.1% | -3.8% |
| 6M | +0.3% | +1.0% | -0.7% | -0.6% |
| YTD | +3.8% | +5.5% | -1.7% | -1.5% |
| 1Y | -5.5% | +9.2% | -14.7% | -13.3% |
| 3Y | +8.1% | +31.2% | -23.1% | -19.8% |
| 5Y | +42.8% | +41.4% | +1.4% | -2.6% |
| All | +65.5% | +95.7% | -30.2% | -37.8% |
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