+286.5%
COP vs JEPI
+94.5%
+192.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | +15.6% | -0.6% | +16.2% | +16.3% |
| 3M | +14.3% | +4.8% | +9.5% | +7.9% |
| 6M | +17.0% | +2.1% | +14.9% | +13.3% |
| YTD | +47.4% | +4.8% | +42.6% | +38.1% |
| 1Y | +52.4% | +8.4% | +44.0% | +36.8% |
| 3Y | +20.8% | +30.8% | -10.0% | -13.9% |
| 5Y | +191.7% | +41.0% | +150.7% | +88.2% |
| All | +286.5% | +94.5% | +192.0% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling