+94.2%
JEPI vs CAKE
+476.1%
-381.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -1.0% | -4.5% | +3.5% | -0.6% |
| 30D | -1.4% | -12.4% | +11.0% | -0.4% |
| 3M | +3.5% | +37.3% | -33.8% | +0.6% |
| 6M | +1.9% | +70.7% | -68.8% | -2.9% |
| YTD | +4.4% | +106.0% | -101.5% | -2.2% |
| 1Y | +7.2% | +79.7% | -72.5% | +1.4% |
| 3Y | +29.8% | +267.8% | -238.0% | +15.4% |
| 5Y | +41.7% | +159.9% | -118.2% | +26.7% |
| All | +94.2% | +476.1% | -381.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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