+138.3%
CSX vs JEPI
+95.7%
+42.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.3% |
| 7D | -3.4% | -0.3% | -3.0% | -2.9% |
| 30D | -3.1% | +0.1% | -3.2% | -3.3% |
| 3M | +7.2% | +4.8% | +2.4% | +0.6% |
| 6M | +16.2% | +1.0% | +15.2% | +14.7% |
| YTD | +37.5% | +5.5% | +32.1% | +28.2% |
| 1Y | +53.2% | +9.2% | +44.0% | +36.4% |
| 3Y | +68.2% | +31.2% | +37.1% | +16.6% |
| 5Y | +65.2% | +41.4% | +23.9% | +4.1% |
| All | +138.3% | +95.7% | +42.6% | -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 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