-38.8%
CAG vs JEPI
+92.4%
-131.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | -5.9% | -2.0% | -3.9% | -4.4% |
| 30D | -1.5% | -2.0% | +0.5% | 0.0% |
| 3M | +11.5% | +3.8% | +7.7% | +8.5% |
| 6M | -15.7% | +0.8% | -16.5% | -16.1% |
| YTD | -10.2% | +3.7% | -13.9% | -12.5% |
| 1Y | -18.1% | +7.1% | -25.2% | -22.0% |
| 3Y | -39.4% | +29.4% | -68.8% | -50.8% |
| 5Y | -42.6% | +40.8% | -83.3% | -57.0% |
| All | -38.8% | +92.4% | -131.3% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling