+68.6%
CSX vs JEPI
+32.4%
+36.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | -5.5% | -2.0% | -3.6% | -3.4% |
| 30D | +4.9% | 0.0% | +5.0% | +4.9% |
| 3M | -2.9% | -0.8% | -2.1% | -2.1% |
| 6M | +8.3% | +3.2% | +5.1% | +4.0% |
| YTD | +36.7% | +4.7% | +32.1% | +29.5% |
| 1Y | +41.5% | +8.0% | +33.5% | +29.2% |
| 3Y | +68.6% | +32.3% | +36.3% | +13.4% |
| All | +68.6% | +32.4% | +36.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling