+308.0%
CMI vs JEPI
+93.8%
+214.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.2% |
| 7D | -0.7% | -1.0% | +0.3% | +0.7% |
| 30D | -12.4% | -1.4% | -11.0% | -10.6% |
| 3M | -14.8% | +3.5% | -18.3% | -19.1% |
| 6M | +0.8% | +1.9% | -1.1% | -1.8% |
| YTD | +10.2% | +4.4% | +5.8% | +4.2% |
| 1Y | +37.4% | +7.2% | +30.2% | +25.5% |
| 3Y | +153.3% | +29.8% | +123.5% | +82.3% |
| 5Y | +167.6% | +41.7% | +125.9% | +72.7% |
| All | +308.0% | +93.8% | +214.2% | +65.3% |
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 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