-2.4%
CNC vs JEPI
+93.4%
-95.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -4.9% | -1.1% | -3.7% | -3.8% |
| 30D | -3.8% | -1.3% | -2.5% | -2.5% |
| 3M | -3.2% | +3.3% | -6.6% | -6.3% |
| 6M | +47.9% | +1.0% | +46.9% | +46.5% |
| YTD | +55.7% | +4.2% | +51.4% | +49.5% |
| 1Y | +106.2% | +7.9% | +98.3% | +91.8% |
| 3Y | -2.1% | +30.0% | -32.1% | -26.3% |
| 5Y | +3.4% | +40.9% | -37.5% | -29.0% |
| All | -2.4% | +93.4% | -95.8% | -62.9% |
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