-9.8%
CPRT vs JEPI
+40.2%
-50.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.0% |
| 7D | -0.4% | -1.1% | +0.7% | +1.2% |
| 30D | +8.2% | -1.3% | +9.5% | +10.2% |
| 3M | +2.3% | +3.3% | -1.0% | -2.1% |
| 6M | -14.7% | +1.0% | -15.7% | -15.8% |
| YTD | -18.2% | +4.2% | -22.4% | -22.6% |
| 1Y | -33.4% | +7.9% | -41.3% | -40.0% |
| 3Y | -28.3% | +30.0% | -58.4% | -51.3% |
| 5Y | -9.8% | +40.9% | -50.8% | -45.0% |
| All | -9.8% | +40.2% | -50.1% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling