+98.8%
CME vs JEPI
+93.8%
+5.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -1.6% | -1.0% | -0.6% | -0.9% |
| 30D | +5.6% | -1.4% | +7.0% | +6.6% |
| 3M | +5.6% | +3.5% | +2.0% | +3.1% |
| 6M | -8.3% | +1.9% | -10.2% | -9.6% |
| YTD | +4.3% | +4.4% | -0.1% | +1.0% |
| 1Y | +9.1% | +7.2% | +1.9% | +3.6% |
| 3Y | +52.1% | +29.8% | +22.3% | +20.6% |
| 5Y | +79.7% | +41.7% | +37.9% | +30.3% |
| All | +98.8% | +93.8% | +5.0% | -11.5% |
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