+1.2%
CNC vs JEPI
+93.8%
-92.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.9% |
| 7D | -0.9% | -1.0% | +0.1% | +0.1% |
| 30D | -1.0% | -1.4% | +0.5% | +0.5% |
| 3M | +4.5% | +3.5% | +1.0% | +1.0% |
| 6M | +85.2% | +1.9% | +83.3% | +81.7% |
| YTD | +61.4% | +4.4% | +57.0% | +54.7% |
| 1Y | +94.9% | +7.2% | +87.7% | +82.3% |
| 3Y | 0.0% | +29.8% | -29.8% | -24.6% |
| 5Y | +11.2% | +41.7% | -30.5% | -24.1% |
| All | +1.2% | +93.8% | -92.6% | -61.6% |
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