-16.7%
CMCSA vs JEPI
+93.8%
-110.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.7% |
| 7D | -4.9% | -1.0% | -3.9% | -3.7% |
| 30D | -1.1% | -1.4% | +0.4% | +0.8% |
| 3M | +6.6% | +3.5% | +3.0% | +2.3% |
| 6M | -15.5% | +1.9% | -17.4% | -17.3% |
| YTD | -6.7% | +4.4% | -11.1% | -11.5% |
| 1Y | -15.6% | +7.2% | -22.8% | -22.5% |
| 3Y | -33.7% | +29.8% | -63.5% | -52.4% |
| 5Y | -46.6% | +41.7% | -88.4% | -65.9% |
| All | -16.7% | +93.8% | -110.5% | -65.9% |
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