+43.8%
CRM vs JEPI
+93.8%
-50.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +0.9% |
| 7D | -4.4% | -1.0% | -3.4% | -2.9% |
| 30D | +28.1% | -1.4% | +29.6% | +30.9% |
| 3M | +48.8% | +3.5% | +45.3% | +40.9% |
| 6M | +28.3% | +1.9% | +26.3% | +23.5% |
| YTD | -6.0% | +4.4% | -10.4% | -13.1% |
| 1Y | +1.4% | +7.2% | -5.8% | -10.3% |
| 3Y | +11.8% | +29.8% | -17.9% | -27.9% |
| 5Y | -2.0% | +41.7% | -43.7% | -44.5% |
| All | +43.8% | +93.8% | -50.0% | -53.7% |
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