+99.8%
CME vs JEPI
+94.5%
+5.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -2.9% | -0.2% | -2.6% | -2.7% |
| 30D | +5.5% | -0.6% | +6.1% | +5.9% |
| 3M | +11.0% | +4.8% | +6.2% | +7.4% |
| 6M | -9.7% | +2.1% | -11.8% | -11.1% |
| YTD | +4.9% | +4.8% | 0.0% | +1.3% |
| 1Y | +10.1% | +8.4% | +1.6% | +3.7% |
| 3Y | +53.5% | +30.8% | +22.7% | +20.9% |
| 5Y | +77.2% | +41.0% | +36.2% | +29.7% |
| All | +99.8% | +94.5% | +5.3% | -11.3% |
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