+38.7%
CPRT vs JEPI
+93.8%
-55.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.6% |
| 7D | -11.2% | -1.0% | -10.2% | -9.9% |
| 30D | +3.3% | -1.4% | +4.7% | +5.4% |
| 3M | -3.6% | +3.5% | -7.1% | -8.1% |
| 6M | -15.8% | +1.9% | -17.7% | -18.0% |
| YTD | -23.5% | +4.4% | -27.9% | -28.0% |
| 1Y | -38.8% | +7.2% | -45.9% | -44.5% |
| 3Y | -33.4% | +29.8% | -63.2% | -54.9% |
| 5Y | -16.4% | +41.7% | -58.1% | -49.7% |
| All | +38.7% | +93.8% | -55.1% | -52.0% |
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 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