+184.8%
COP vs JEPI
+41.5%
+143.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.5% |
| 7D | +2.3% | -1.0% | +3.3% | +3.3% |
| 30D | +8.6% | -1.4% | +10.0% | +10.2% |
| 3M | +19.9% | +3.5% | +16.3% | +15.2% |
| 6M | +19.0% | +1.9% | +17.1% | +15.8% |
| YTD | +50.0% | +4.4% | +45.5% | +41.8% |
| 1Y | +50.5% | +7.2% | +43.3% | +38.0% |
| 3Y | +25.2% | +29.8% | -4.6% | -7.1% |
| All | +184.8% | +41.5% | +143.3% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling