+936.5%
CRWD vs JEPI
+92.4%
+844.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.3% |
| 7D | -2.8% | -2.0% | -0.8% | +0.4% |
| 30D | -5.9% | -2.0% | -3.9% | -3.0% |
| 3M | +29.0% | +3.8% | +25.2% | +21.2% |
| 6M | +91.5% | +0.8% | +90.6% | +87.5% |
| YTD | +78.2% | +3.7% | +74.5% | +66.4% |
| 1Y | +96.6% | +7.1% | +89.5% | +73.8% |
| 3Y | +397.0% | +29.4% | +367.6% | +225.4% |
| 5Y | +218.9% | +40.8% | +178.1% | +87.5% |
| All | +936.5% | +92.4% | +844.1% | +332.6% |
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