+101.1%
JEPI vs CASY
+397.6%
-296.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +2.7% | +3.6% | -0.8% | +2.2% |
| 30D | +2.5% | +9.1% | -6.5% | +1.3% |
| 3M | +1.9% | -16.5% | +18.5% | +4.2% |
| 6M | +7.7% | -19.7% | +27.4% | +10.5% |
| YTD | +8.2% | +29.3% | -21.1% | +2.1% |
| 1Y | +10.4% | +33.1% | -22.7% | +3.6% |
| 3Y | +36.5% | +158.5% | -122.0% | +12.4% |
| 5Y | +44.2% | +266.7% | -222.5% | +9.2% |
| All | +101.1% | +397.6% | -296.5% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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