+56.7%
CMS vs JEPI
+100.7%
-44.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +2.7% | -1.0% | -0.4% |
| 30D | +6.2% | +2.5% | +3.6% | +4.0% |
| 3M | +0.6% | +1.9% | -1.3% | -1.0% |
| 6M | -1.8% | +7.7% | -9.5% | -7.6% |
| YTD | +3.8% | +8.2% | -4.3% | -2.8% |
| 1Y | -1.8% | +10.4% | -12.2% | -9.6% |
| 3Y | +39.8% | +36.5% | +3.3% | +4.7% |
| 5Y | +37.1% | +44.2% | -7.1% | -3.4% |
| All | +56.7% | +100.7% | -44.0% | -26.3% |
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