+380.0%
CRWD vs JEPI
+30.1%
+349.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.1% |
| 7D | -3.0% | -1.0% | -2.0% | -1.5% |
| 30D | -6.8% | -1.4% | -5.4% | -4.9% |
| 3M | +19.6% | +3.5% | +16.0% | +12.8% |
| 6M | +87.1% | +1.9% | +85.2% | +80.2% |
| YTD | +76.4% | +4.4% | +72.0% | +62.7% |
| 1Y | +90.8% | +7.2% | +83.6% | +68.0% |
| 3Y | +380.0% | +29.8% | +350.2% | +203.7% |
| All | +380.0% | +30.1% | +349.9% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling