-1.5%
COF vs JEPI
+9.5%
-11.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.4% |
| 7D | +1.8% | -0.3% | +2.2% | +2.6% |
| 30D | -0.6% | +0.1% | -0.7% | -0.8% |
| 3M | +20.3% | +4.8% | +15.5% | +9.2% |
| 6M | +13.0% | +1.0% | +12.0% | +11.8% |
| YTD | -8.3% | +5.5% | -13.8% | -17.8% |
| 1Y | -1.5% | +9.2% | -10.7% | -18.1% |
| All | -1.5% | +9.5% | -11.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling