+425.9%
CORZ vs JEPI
+24.6%
+401.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.1% |
| 7D | +7.6% | -1.1% | +8.8% | +10.4% |
| 30D | -6.9% | -1.3% | -5.7% | -4.3% |
| 3M | -33.0% | +3.3% | -36.4% | -38.0% |
| 6M | +19.3% | +1.0% | +18.3% | +16.3% |
| YTD | +24.2% | +4.2% | +20.0% | +13.3% |
| 1Y | +24.5% | +7.9% | +16.6% | +4.3% |
| All | +425.9% | +24.6% | +401.3% | +321.9% |
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 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