+82.8%
CVS vs JEPI
+93.8%
-11.0%
-56.8%
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% | -1.3% |
| 7D | -2.2% | -1.0% | -1.2% | -1.2% |
| 30D | -0.1% | -1.4% | +1.4% | +1.3% |
| 3M | -5.2% | +3.5% | -8.8% | -8.3% |
| 6M | +26.9% | +1.9% | +25.0% | +24.5% |
| YTD | +22.1% | +4.4% | +17.6% | +16.9% |
| 1Y | +30.8% | +7.2% | +23.6% | +22.2% |
| 3Y | +54.4% | +29.8% | +24.6% | +17.8% |
| 5Y | +33.4% | +41.7% | -8.4% | -7.4% |
| All | +82.8% | +93.8% | -11.0% | -18.3% |
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