+107.7%
CTAS vs JEPI
+40.5%
+67.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | +1.0% | -1.1% | +2.1% | +2.6% |
| 30D | -1.1% | -1.3% | +0.2% | +0.7% |
| 3M | +11.5% | +3.3% | +8.2% | +6.6% |
| 6M | +0.2% | +1.0% | -0.8% | -1.1% |
| YTD | +7.2% | +4.2% | +2.9% | +1.3% |
| 1Y | 0.0% | +7.9% | -7.9% | -9.9% |
| 3Y | +65.9% | +30.0% | +35.9% | +14.3% |
| All | +107.7% | +40.5% | +67.1% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling