+174.5%
CIEN vs JEPI
+9.5%
+165.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.8% |
| 7D | -15.2% | -0.3% | -14.8% | -14.7% |
| 30D | -21.5% | +0.1% | -21.6% | -21.8% |
| 3M | -40.1% | +4.8% | -44.8% | -45.8% |
| 6M | -6.6% | +1.0% | -7.6% | -7.2% |
| YTD | +37.3% | +5.5% | +31.8% | +23.0% |
| 1Y | +174.5% | +9.2% | +165.3% | +127.1% |
| All | +174.5% | +9.5% | +165.0% | +127.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling