+639.5%
CEG vs JEPI
+39.4%
+600.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.5% |
| 7D | +8.0% | -0.3% | +8.4% | +8.6% |
| 30D | +12.9% | +0.1% | +12.8% | +12.6% |
| 3M | +13.2% | +4.8% | +8.4% | +5.1% |
| 6M | -7.0% | +1.0% | -8.0% | -8.5% |
| YTD | -15.0% | +5.5% | -20.5% | -22.0% |
| 1Y | -2.7% | +9.2% | -11.9% | -15.5% |
| 3Y | +184.1% | +31.2% | +152.9% | +90.3% |
| All | +639.5% | +39.4% | +600.1% | +363.9% |
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