+180.7%
COR vs JEPI
+39.8%
+140.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -4.8% | -2.0% | -2.8% | -3.6% |
| 30D | -3.7% | -2.0% | -1.7% | -2.4% |
| 3M | +14.3% | +3.8% | +10.6% | +11.8% |
| 6M | -8.5% | +0.8% | -9.3% | -8.9% |
| YTD | -4.4% | +3.7% | -8.1% | -6.5% |
| 1Y | +9.1% | +7.1% | +2.0% | +4.6% |
| 3Y | +85.2% | +29.4% | +55.8% | +52.6% |
| 5Y | +180.7% | +40.8% | +139.9% | +113.9% |
| All | +180.7% | +39.8% | +140.8% | +113.9% |
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