+520.6%
CIEN vs JEPI
+39.8%
+480.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | +5.4% | -2.0% | +7.4% | +9.2% |
| 30D | -13.7% | -2.0% | -11.7% | -10.7% |
| 3M | -23.0% | +3.8% | -26.8% | -28.6% |
| 6M | -0.8% | +0.8% | -1.7% | -2.8% |
| YTD | +43.1% | +3.7% | +39.3% | +33.5% |
| 1Y | +157.6% | +7.1% | +150.5% | +128.0% |
| 3Y | +593.8% | +29.4% | +564.4% | +361.6% |
| 5Y | +520.6% | +40.8% | +479.8% | +265.4% |
| All | +520.6% | +39.8% | +480.7% | +265.4% |
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