+75.5%
CMG vs JEPI
+93.4%
-17.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.7% |
| 7D | -6.5% | -1.1% | -5.3% | -5.0% |
| 30D | +12.1% | -1.3% | +13.4% | +14.1% |
| 3M | +20.6% | +3.3% | +17.2% | +15.4% |
| 6M | +2.1% | +1.0% | +1.1% | +1.0% |
| YTD | -2.6% | +4.2% | -6.9% | -7.6% |
| 1Y | -8.7% | +7.9% | -16.6% | -17.1% |
| 3Y | -7.4% | +30.0% | -37.4% | -34.2% |
| 5Y | -5.7% | +40.9% | -46.6% | -39.2% |
| All | +75.5% | +93.4% | -17.9% | -22.1% |
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