+94.2%
JEPI vs COPX
+562.8%
-468.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -2.3% | +1.4% | -0.7% |
| 30D | -1.4% | +0.3% | -1.7% | -1.6% |
| 3M | +3.5% | +6.8% | -3.3% | +2.3% |
| 6M | +1.9% | +7.9% | -6.0% | 0.0% |
| YTD | +4.4% | +23.7% | -19.3% | 0.0% |
| 1Y | +7.2% | +71.5% | -64.3% | -2.5% |
| 3Y | +29.8% | +149.1% | -119.3% | +9.8% |
| 5Y | +41.7% | +167.3% | -125.6% | +17.3% |
| All | +94.2% | +562.8% | -468.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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