+198.3%
CVX vs JEPI
+94.5%
+103.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | -0.6% | -0.2% | -0.4% | -0.4% |
| 30D | +13.4% | -0.6% | +14.0% | +14.0% |
| 3M | +11.8% | +4.8% | +7.0% | +6.8% |
| 6M | +12.4% | +2.1% | +10.3% | +9.8% |
| YTD | +41.5% | +4.8% | +36.7% | +34.4% |
| 1Y | +41.6% | +8.4% | +33.2% | +29.8% |
| 3Y | +42.2% | +30.8% | +11.5% | +7.6% |
| 5Y | +166.0% | +41.0% | +125.0% | +84.7% |
| All | +198.3% | +94.5% | +103.8% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling