+192.5%
CSCO vs JEPI
+94.5%
+98.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.3% |
| 30D | -10.1% | -0.6% | -9.5% | -9.5% |
| 3M | -11.7% | +4.8% | -16.5% | -16.8% |
| 6M | +40.1% | +2.1% | +38.0% | +36.2% |
| YTD | +43.8% | +4.8% | +38.9% | +35.4% |
| 1Y | +66.6% | +8.4% | +58.2% | +50.2% |
| 3Y | +108.5% | +30.8% | +77.7% | +48.3% |
| 5Y | +114.0% | +41.0% | +73.0% | +38.9% |
| All | +192.5% | +94.5% | +98.0% | +22.0% |
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 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