-60.3%
CSGP vs JEPI
+31.5%
-91.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.8% |
| 7D | +1.3% | -2.0% | +3.2% | +3.8% |
| 30D | +10.7% | 0.0% | +10.7% | +10.4% |
| 3M | +3.3% | -1.4% | +4.7% | +5.1% |
| 6M | -10.3% | +2.6% | -12.9% | -13.4% |
| YTD | -54.6% | +4.0% | -58.6% | -57.0% |
| 1Y | -54.6% | +7.3% | -62.0% | -59.0% |
| 3Y | -60.3% | +31.5% | -91.8% | -75.8% |
| All | -60.3% | +31.5% | -91.9% | -75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling