-18.7%
CPRT vs JEPI
+44.0%
-62.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -3.8% |
| 30D | +21.2% | +2.5% | +18.6% | +17.1% |
| 3M | +8.3% | +1.9% | +6.4% | +5.4% |
| 6M | -3.4% | +7.7% | -11.1% | -12.6% |
| YTD | -18.7% | +8.2% | -26.9% | -26.9% |
| 1Y | -23.5% | +10.4% | -33.9% | -33.2% |
| 3Y | -34.2% | +36.5% | -70.7% | -58.1% |
| All | -18.7% | +44.0% | -62.7% | -51.0% |
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