+170.6%
CVX vs JEPI
+39.8%
+130.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +0.7% | -2.0% | +2.7% | +2.3% |
| 30D | +9.1% | -2.0% | +11.1% | +10.9% |
| 3M | +13.1% | +3.8% | +9.3% | +9.4% |
| 6M | +16.3% | +0.8% | +15.4% | +15.0% |
| YTD | +43.5% | +3.7% | +39.8% | +38.2% |
| 1Y | +40.2% | +7.1% | +33.0% | +30.9% |
| 3Y | +44.2% | +29.4% | +14.9% | +13.9% |
| 5Y | +170.6% | +40.8% | +129.9% | +97.9% |
| All | +170.6% | +39.8% | +130.8% | +97.9% |
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