+248.9%
CRH vs JEPI
+93.8%
+155.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.2% |
| 7D | -6.1% | -1.0% | -5.1% | -4.4% |
| 30D | -9.3% | -1.4% | -7.9% | -7.0% |
| 3M | -15.2% | +3.5% | -18.7% | -19.9% |
| 6M | -14.2% | +1.9% | -16.1% | -16.4% |
| YTD | -28.3% | +4.4% | -32.7% | -32.6% |
| 1Y | -21.8% | +7.2% | -29.0% | -29.6% |
| 3Y | +71.6% | +29.8% | +41.9% | +15.2% |
| 5Y | +96.6% | +41.7% | +54.9% | +16.4% |
| All | +248.9% | +93.8% | +155.1% | +9.7% |
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