+272.1%
CNQ vs JEPI
+41.5%
+230.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.3% |
| 7D | +0.1% | -1.0% | +1.1% | +1.1% |
| 30D | +6.2% | -1.4% | +7.6% | +7.7% |
| 3M | +12.4% | +3.5% | +8.8% | +8.0% |
| 6M | +9.0% | +1.9% | +7.1% | +6.1% |
| YTD | +52.2% | +4.4% | +47.8% | +44.0% |
| 1Y | +65.0% | +7.2% | +57.8% | +51.3% |
| 3Y | +78.8% | +29.8% | +49.1% | +30.0% |
| All | +272.1% | +41.5% | +230.6% | +141.3% |
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