-18.8%
CMCSA vs JEPI
+93.4%
-112.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -5.9% |
| 7D | -8.3% | -1.1% | -7.1% | -6.9% |
| 30D | -2.4% | -1.3% | -1.1% | -0.8% |
| 3M | +4.5% | +3.3% | +1.2% | +0.5% |
| 6M | -18.8% | +1.0% | -19.8% | -19.6% |
| YTD | -8.9% | +4.2% | -13.2% | -13.4% |
| 1Y | -18.3% | +7.9% | -26.2% | -25.6% |
| 3Y | -35.0% | +30.0% | -65.0% | -53.4% |
| 5Y | -48.2% | +40.9% | -89.1% | -66.6% |
| All | -18.8% | +93.4% | -112.2% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling