+178.3%
CNP vs JEPI
+93.4%
+84.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | +0.7% | -1.1% | +1.8% | +1.7% |
| 30D | -0.1% | -1.3% | +1.2% | +1.1% |
| 3M | -5.6% | +3.3% | -9.0% | -8.5% |
| 6M | -7.5% | +1.0% | -8.5% | -8.4% |
| YTD | +5.5% | +4.2% | +1.3% | +1.2% |
| 1Y | +8.3% | +7.9% | +0.4% | +0.4% |
| 3Y | +51.8% | +30.0% | +21.7% | +13.4% |
| 5Y | +69.9% | +40.9% | +29.0% | +15.2% |
| All | +178.3% | +93.4% | +84.9% | +19.0% |
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