-46.7%
CMCSA vs JEPI
+39.8%
-86.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.9% |
| 7D | -5.6% | -2.0% | -3.5% | -3.2% |
| 30D | -1.9% | -2.0% | +0.1% | +0.6% |
| 3M | +6.4% | +3.8% | +2.7% | +2.1% |
| 6M | -16.9% | +0.8% | -17.8% | -17.5% |
| YTD | -6.8% | +3.7% | -10.5% | -10.6% |
| 1Y | -15.9% | +7.1% | -23.0% | -22.4% |
| 3Y | -33.4% | +29.4% | -62.8% | -51.3% |
| 5Y | -46.7% | +40.8% | -87.4% | -65.7% |
| All | -46.7% | +39.8% | -86.5% | -65.7% |
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