+29.5%
CL vs JEPI
+9.7%
+19.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +3.2% | +2.7% | +0.5% | +1.3% |
| 30D | +8.0% | +2.5% | +5.5% | +5.9% |
| 3M | +7.9% | +1.9% | +5.9% | +6.2% |
| 6M | +14.7% | +7.7% | +7.0% | +8.6% |
| YTD | +29.2% | +8.2% | +21.0% | +23.6% |
| 1Y | +29.5% | +10.4% | +19.1% | +22.6% |
| All | +29.5% | +9.7% | +19.8% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling