+575.8%
CIEN vs JEPI
+93.8%
+482.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.3% |
| 7D | +8.9% | -1.0% | +9.9% | +10.8% |
| 30D | -19.1% | -1.4% | -17.7% | -17.2% |
| 3M | -21.5% | +3.5% | -25.0% | -26.7% |
| 6M | +2.8% | +1.9% | +0.9% | -1.0% |
| YTD | +49.5% | +4.4% | +45.0% | +38.1% |
| 1Y | +163.8% | +7.2% | +156.6% | +133.8% |
| 3Y | +615.8% | +29.8% | +586.1% | +375.3% |
| 5Y | +548.4% | +41.7% | +506.7% | +279.0% |
| All | +575.8% | +93.8% | +482.0% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling