+55.0%
CMS vs JEPI
+101.5%
-46.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +6.6% | +2.8% | +3.8% | +4.1% |
| 3M | +0.8% | +2.6% | -1.8% | -1.4% |
| 6M | -3.3% | +8.4% | -11.7% | -9.5% |
| YTD | +2.7% | +8.6% | -5.9% | -4.2% |
| 1Y | -4.0% | +10.4% | -14.4% | -11.7% |
| 3Y | +37.6% | +37.1% | +0.5% | +2.7% |
| 5Y | +35.4% | +45.5% | -10.1% | -5.4% |
| All | +55.0% | +101.5% | -46.6% | -27.3% |
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