+118.1%
COF vs JEPI
+30.1%
+88.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.8% |
| 7D | -5.1% | -1.0% | -4.1% | -3.3% |
| 30D | -6.0% | -1.4% | -4.6% | -3.3% |
| 3M | +14.8% | +3.5% | +11.3% | +7.7% |
| 6M | +15.3% | +1.9% | +13.4% | +11.7% |
| YTD | -13.0% | +4.4% | -17.5% | -19.3% |
| 1Y | -5.7% | +7.2% | -12.9% | -16.5% |
| 3Y | +118.1% | +29.8% | +88.4% | +55.1% |
| All | +118.1% | +30.1% | +88.1% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling