+607.3%
CEG vs JEPI
+37.1%
+570.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.9% |
| 7D | +0.3% | -2.0% | +2.4% | +3.6% |
| 30D | +2.9% | -2.0% | +4.9% | +6.2% |
| 3M | +18.2% | +3.8% | +14.4% | +11.3% |
| 6M | -9.5% | +0.8% | -10.4% | -10.8% |
| YTD | -18.7% | +3.7% | -22.4% | -23.4% |
| 1Y | -10.1% | +7.1% | -17.2% | -19.5% |
| 3Y | +168.3% | +29.4% | +139.0% | +83.7% |
| All | +607.3% | +37.1% | +570.3% | +355.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling