+32.2%
CVS vs JEPI
+41.5%
-9.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | -2.2% | -1.0% | -1.2% | -1.3% |
| 30D | -0.1% | -1.4% | +1.4% | +1.2% |
| 3M | -5.2% | +3.5% | -8.8% | -8.2% |
| 6M | +26.9% | +1.9% | +25.0% | +24.6% |
| YTD | +22.1% | +4.4% | +17.6% | +17.2% |
| 1Y | +30.8% | +7.2% | +23.6% | +22.6% |
| 3Y | +54.4% | +29.8% | +24.6% | +19.3% |
| All | +32.2% | +41.5% | -9.3% | -6.6% |
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