+316.9%
COR vs JEPI
+95.7%
+221.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | +4.5% | +0.1% | +4.4% | +4.4% |
| 3M | +22.7% | +4.8% | +17.9% | +18.6% |
| 6M | -9.7% | +1.0% | -10.7% | -10.4% |
| YTD | -1.4% | +5.5% | -6.9% | -5.2% |
| 1Y | +13.9% | +9.2% | +4.7% | +6.8% |
| 3Y | +94.0% | +31.2% | +62.8% | +53.6% |
| 5Y | +184.0% | +41.4% | +142.7% | +108.3% |
| All | +316.9% | +95.7% | +221.2% | +94.1% |
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 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