-70.0%
CPNG vs JEPI
+58.4%
-128.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | +0.6% |
| 7D | -7.6% | -1.1% | -6.4% | -5.8% |
| 30D | -8.8% | -1.3% | -7.6% | -6.8% |
| 3M | -7.2% | +3.3% | -10.6% | -12.0% |
| 6M | -21.5% | +1.0% | -22.5% | -22.6% |
| YTD | -37.4% | +4.2% | -41.7% | -41.2% |
| 1Y | -54.3% | +7.9% | -62.3% | -59.5% |
| 3Y | -20.3% | +30.0% | -50.3% | -49.0% |
| 5Y | -51.2% | +40.9% | -92.1% | -72.9% |
| All | -70.0% | +58.4% | -128.4% | -83.0% |
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