-11.8%
CAG vs JEPI
+9.5%
-21.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -3.8% | -0.3% | -3.4% | -3.5% |
| 30D | +3.1% | +0.1% | +3.0% | +3.0% |
| 3M | +23.5% | +4.8% | +18.7% | +18.6% |
| 6M | -14.8% | +1.0% | -15.9% | -15.0% |
| YTD | -5.4% | +5.5% | -10.9% | -9.4% |
| 1Y | -11.8% | +9.2% | -21.0% | -18.8% |
| All | -11.8% | +9.5% | -21.3% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling