+92.8%
JEPI vs CASY
+338.2%
-245.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.0% | -17.2% | +15.2% | +0.3% |
| 30D | -2.0% | -24.4% | +22.4% | +1.6% |
| 3M | +3.8% | -31.4% | +35.2% | +8.9% |
| 6M | +0.8% | -8.9% | +9.7% | +0.7% |
| YTD | +3.7% | +13.8% | -10.1% | -0.3% |
| 1Y | +7.1% | +17.0% | -9.8% | +2.3% |
| 3Y | +29.4% | +163.1% | -133.7% | +5.2% |
| 5Y | +40.8% | +239.0% | -198.2% | +7.7% |
| All | +92.8% | +338.2% | -245.4% | +39.9% |
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