+57.9%
CNQ vs JEPI
+7.1%
+50.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -3.2% |
| 7D | -11.2% | -2.7% | -8.5% | -12.2% |
| 30D | +1.7% | -0.3% | +2.0% | +1.9% |
| 3M | +10.3% | -1.3% | +11.6% | +9.9% |
| 6M | +4.3% | +2.5% | +1.7% | +5.4% |
| YTD | +48.7% | +4.0% | +44.8% | +50.6% |
| 1Y | +57.9% | +6.8% | +51.1% | +60.1% |
| All | +57.9% | +7.1% | +50.8% | +60.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling