+24.8%
CTSH vs JEPI
+92.4%
-67.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | -9.8% | -2.0% | -7.7% | -7.1% |
| 30D | +0.1% | -2.0% | +2.1% | +3.1% |
| 3M | +13.2% | +3.8% | +9.4% | +7.5% |
| 6M | -6.2% | +0.8% | -7.0% | -7.4% |
| YTD | -28.5% | +3.7% | -32.2% | -32.1% |
| 1Y | -13.8% | +7.1% | -20.9% | -21.7% |
| 3Y | -13.7% | +29.4% | -43.1% | -39.9% |
| 5Y | -16.7% | +40.8% | -57.4% | -47.8% |
| All | +24.8% | +92.4% | -67.7% | -51.4% |
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 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