+266.7%
CTVA vs JEPI
+93.8%
+172.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.5% |
| 7D | -4.5% | -1.0% | -3.5% | -3.4% |
| 30D | +11.3% | -1.4% | +12.7% | +13.1% |
| 3M | +12.3% | +3.5% | +8.8% | +7.8% |
| 6M | +7.2% | +1.9% | +5.2% | +4.5% |
| YTD | +26.0% | +4.4% | +21.6% | +19.5% |
| 1Y | +16.0% | +7.2% | +8.8% | +6.6% |
| 3Y | +73.9% | +29.8% | +44.1% | +28.1% |
| 5Y | +103.8% | +41.7% | +62.1% | +34.6% |
| All | +266.7% | +93.8% | +172.9% | +47.7% |
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