+50.5%
COP vs JEPI
+7.8%
+42.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.4% |
| 7D | +2.3% | -1.0% | +3.3% | +2.1% |
| 30D | +8.6% | -1.4% | +10.0% | +8.3% |
| 3M | +19.9% | +3.5% | +16.3% | +20.0% |
| 6M | +19.0% | +1.9% | +17.1% | +21.0% |
| YTD | +50.0% | +4.4% | +45.5% | +47.9% |
| 1Y | +50.5% | +7.2% | +43.3% | +44.5% |
| All | +50.5% | +7.8% | +42.8% | +44.5% |
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