+136.3%
CSX vs JEPI
+94.5%
+41.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | 0.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.9% |
| 30D | -2.3% | -0.6% | -1.7% | -1.5% |
| 3M | +4.3% | +4.8% | -0.5% | -2.1% |
| 6M | +23.4% | +2.1% | +21.3% | +19.9% |
| YTD | +36.4% | +4.8% | +31.6% | +28.2% |
| 1Y | +53.0% | +8.4% | +44.6% | +37.5% |
| 3Y | +70.6% | +30.8% | +39.8% | +18.7% |
| 5Y | +65.5% | +41.0% | +24.5% | +4.5% |
| All | +136.3% | +94.5% | +41.8% | -16.2% |
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