-62.8%
CSGP vs JEPI
+31.2%
-94.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -1.9% |
| 7D | -4.1% | -0.3% | -3.7% | -3.6% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | -8.2% | +4.8% | -12.9% | -13.7% |
| 6M | -35.1% | +1.0% | -36.1% | -35.8% |
| YTD | -54.0% | +5.5% | -59.5% | -57.3% |
| 1Y | -65.3% | +9.2% | -74.5% | -69.3% |
| All | -62.8% | +31.2% | -94.0% | -75.5% |
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