-33.8%
CMCSA vs JEPI
+29.2%
-62.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.9% |
| 7D | -5.6% | -2.0% | -3.5% | -3.3% |
| 30D | -1.9% | -2.0% | +0.1% | +0.5% |
| 3M | +6.4% | +3.8% | +2.7% | +2.3% |
| 6M | -16.9% | +0.8% | -17.8% | -17.4% |
| YTD | -6.8% | +3.7% | -10.5% | -10.4% |
| 1Y | -15.9% | +7.1% | -23.0% | -22.1% |
| All | -33.8% | +29.2% | -62.9% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling