+61.0%
CSCO vs JEPI
+7.0%
+54.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -1.1% | -2.0% | +1.0% | +0.5% |
| 30D | -10.8% | -2.0% | -8.8% | -9.4% |
| 3M | -9.2% | +3.8% | -13.0% | -12.2% |
| 6M | +39.5% | +0.8% | +38.7% | +38.7% |
| YTD | +41.5% | +3.7% | +37.8% | +38.7% |
| 1Y | +61.0% | +7.1% | +53.9% | +54.0% |
| All | +61.0% | +7.0% | +54.0% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling