+204.3%
CVX vs JEPI
+93.8%
+110.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | 0.0% |
| 7D | +2.6% | -1.0% | +3.6% | +3.5% |
| 30D | +9.8% | -1.4% | +11.3% | +11.2% |
| 3M | +16.2% | +3.5% | +12.7% | +12.3% |
| 6M | +13.6% | +1.9% | +11.7% | +11.1% |
| YTD | +44.4% | +4.4% | +39.9% | +37.6% |
| 1Y | +40.6% | +7.2% | +33.4% | +30.4% |
| 3Y | +48.2% | +29.8% | +18.4% | +12.9% |
| 5Y | +172.3% | +41.7% | +130.5% | +87.0% |
| All | +204.3% | +93.8% | +110.6% | +17.1% |
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