-5.1%
COF vs JEPI
+10.9%
-16.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -4.5% |
| 7D | +0.7% | +1.5% | -0.8% | -2.3% |
| 30D | +5.7% | +3.6% | +2.2% | -1.8% |
| 3M | -6.7% | +2.3% | -9.0% | -10.9% |
| 6M | +9.5% | +5.6% | +3.8% | -2.2% |
| YTD | -13.9% | +7.5% | -21.3% | -25.3% |
| 1Y | -5.1% | +10.6% | -15.7% | -22.8% |
| All | -5.1% | +10.9% | -16.0% | -22.8% |
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