+136.9%
CSX vs JEPI
+94.2%
+42.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.5% |
| 7D | -5.5% | -2.0% | -3.6% | -3.1% |
| 30D | +4.9% | 0.0% | +5.0% | +4.9% |
| 3M | -2.9% | -0.8% | -2.1% | -2.0% |
| 6M | +8.3% | +3.2% | +5.1% | +3.6% |
| YTD | +36.7% | +4.7% | +32.1% | +28.6% |
| 1Y | +41.5% | +8.0% | +33.5% | +27.7% |
| 3Y | +68.6% | +32.3% | +36.3% | +15.2% |
| 5Y | +48.4% | +40.5% | +7.9% | -6.0% |
| All | +136.9% | +94.2% | +42.7% | -16.0% |
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