+318.0%
CORZ vs JEPI
+29.4%
+288.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.6% |
| 7D | +26.4% | +2.9% | +23.4% | +18.9% |
| 30D | -6.8% | +2.6% | -9.4% | -11.5% |
| 3M | -31.1% | +2.2% | -33.3% | -34.1% |
| 6M | -36.9% | +7.6% | -44.5% | -46.4% |
| YTD | -1.2% | +8.3% | -9.5% | -16.9% |
| 1Y | -12.5% | +9.7% | -22.3% | -28.3% |
| All | +318.0% | +29.4% | +288.6% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling