-69.3%
CPNG vs JEPI
+58.7%
-128.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +1.9% |
| 7D | -1.1% | -1.0% | -0.1% | +0.6% |
| 30D | -7.4% | -1.4% | -5.9% | -5.0% |
| 3M | -12.3% | +3.5% | -15.9% | -17.3% |
| 6M | -19.4% | +1.9% | -21.4% | -21.6% |
| YTD | -35.9% | +4.4% | -40.3% | -40.0% |
| 1Y | -53.4% | +7.2% | -60.6% | -58.2% |
| 3Y | -20.0% | +29.8% | -49.8% | -48.6% |
| 5Y | -49.6% | +41.7% | -91.3% | -72.0% |
| All | -69.3% | +58.7% | -128.0% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling