+56.1%
CPRT vs JEPI
+95.7%
-39.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | +2.2% | -0.3% | +2.6% | +2.7% |
| 30D | +16.6% | +0.1% | +16.5% | +16.4% |
| 3M | +9.6% | +4.8% | +4.8% | +2.7% |
| 6M | -11.1% | +1.0% | -12.1% | -12.4% |
| YTD | -13.9% | +5.5% | -19.4% | -20.0% |
| 1Y | -32.5% | +9.2% | -41.7% | -40.4% |
| 3Y | -25.0% | +31.2% | -56.2% | -50.0% |
| 5Y | -7.4% | +41.4% | -48.7% | -44.0% |
| All | +56.1% | +95.7% | -39.6% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling