+28.1%
CL vs JEPI
+41.6%
-13.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | -1.4% | -0.2% | -1.1% | -1.2% |
| 30D | -5.2% | -0.6% | -4.6% | -4.8% |
| 3M | +3.3% | +4.8% | -1.5% | +0.1% |
| 6M | -4.4% | +2.1% | -6.5% | -5.7% |
| YTD | +13.9% | +4.8% | +9.1% | +10.4% |
| 1Y | +7.6% | +8.4% | -0.8% | +1.9% |
| 3Y | +29.6% | +30.8% | -1.2% | +5.7% |
| 5Y | +28.1% | +41.0% | -12.9% | -1.6% |
| All | +28.1% | +41.6% | -13.6% | -1.6% |
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 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