+444.5%
CORZ vs JEPI
+25.3%
+419.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +6.0% |
| 7D | +16.6% | -0.2% | +16.8% | +17.1% |
| 30D | -10.9% | -0.6% | -10.3% | -9.7% |
| 3M | -31.0% | +4.8% | -35.8% | -38.2% |
| 6M | +26.0% | +2.1% | +23.9% | +19.8% |
| YTD | +28.6% | +4.8% | +23.8% | +15.7% |
| 1Y | +34.5% | +8.4% | +26.0% | +11.5% |
| All | +444.5% | +25.3% | +419.2% | +331.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling