+615.8%
CIEN vs JEPI
+30.1%
+585.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.1% |
| 7D | +8.9% | -1.0% | +9.9% | +11.0% |
| 30D | -19.1% | -1.4% | -17.7% | -17.0% |
| 3M | -21.5% | +3.5% | -25.0% | -27.4% |
| 6M | +2.8% | +1.9% | +0.9% | -1.6% |
| YTD | +49.5% | +4.4% | +45.0% | +36.3% |
| 1Y | +163.8% | +7.2% | +156.6% | +129.2% |
| 3Y | +615.8% | +29.8% | +586.1% | +354.0% |
| All | +615.8% | +30.1% | +585.8% | +354.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling