+157.2%
CSCO vs JEPI
+100.7%
+56.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.1% |
| 7D | +1.9% | +2.7% | -0.8% | -1.3% |
| 30D | -15.8% | +2.5% | -18.4% | -18.2% |
| 3M | -15.4% | +1.9% | -17.3% | -17.2% |
| 6M | -5.4% | +7.7% | -13.1% | -13.6% |
| YTD | +26.5% | +8.2% | +18.3% | +14.9% |
| 1Y | +25.9% | +10.4% | +15.5% | +11.5% |
| 3Y | +97.5% | +36.5% | +61.0% | +33.5% |
| 5Y | +93.0% | +44.2% | +48.8% | +22.3% |
| All | +157.2% | +100.7% | +56.6% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling