+45.2%
CL vs JEPI
+93.4%
-48.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -2.3% | -1.1% | -1.2% | -1.5% |
| 30D | -5.5% | -1.3% | -4.2% | -4.6% |
| 3M | +0.8% | +3.3% | -2.5% | -1.5% |
| 6M | -4.2% | +1.0% | -5.2% | -4.9% |
| YTD | +13.4% | +4.2% | +9.2% | +10.1% |
| 1Y | +7.1% | +7.9% | -0.9% | +1.3% |
| 3Y | +29.0% | +30.0% | -1.0% | +4.4% |
| 5Y | +28.3% | +40.9% | -12.6% | -3.3% |
| All | +45.2% | +93.4% | -48.3% | -20.2% |
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