+559.9%
CIEN vs JEPI
+94.5%
+465.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +7.4% |
| 7D | -5.3% | -0.2% | -5.1% | -5.1% |
| 30D | -17.2% | -0.6% | -16.6% | -16.6% |
| 3M | -26.9% | +4.8% | -31.7% | -33.2% |
| 6M | +16.0% | +2.1% | +13.9% | +11.3% |
| YTD | +45.9% | +4.8% | +41.1% | +33.9% |
| 1Y | +186.8% | +8.4% | +178.4% | +149.0% |
| 3Y | +607.8% | +30.8% | +577.0% | +363.6% |
| 5Y | +506.7% | +41.0% | +465.8% | +257.5% |
| All | +559.9% | +94.5% | +465.3% | +134.3% |
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