+62.7%
CL vs JEPI
+98.4%
-35.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.6% | +0.6% | +2.0% | +2.1% |
| 30D | +11.8% | +1.6% | +10.2% | +10.4% |
| 3M | +5.9% | +1.3% | +4.6% | +4.9% |
| 6M | +13.3% | +6.5% | +6.8% | +8.3% |
| YTD | +27.1% | +6.9% | +20.2% | +21.1% |
| 1Y | +28.0% | +9.4% | +18.6% | +19.9% |
| 3Y | +39.4% | +35.0% | +4.4% | +9.6% |
| 5Y | +40.8% | +43.2% | -2.5% | +5.0% |
| All | +62.7% | +98.4% | -35.8% | -12.3% |
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 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