-41.3%
CORZ vs JEPI
+10.9%
-52.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.7% | -12.1% | -13.1% |
| 7D | -14.9% | +1.5% | -16.4% | -17.1% |
| 30D | -23.1% | +3.6% | -26.7% | -27.7% |
| 3M | -44.1% | +2.3% | -46.4% | -46.2% |
| 6M | -39.5% | +5.6% | -45.2% | -45.0% |
| YTD | -12.4% | +7.5% | -19.8% | -22.4% |
| 1Y | -41.3% | +10.6% | -51.9% | -49.6% |
| All | -41.3% | +10.9% | -52.2% | -49.6% |
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