-61.5%
CSGP vs JEPI
+37.3%
-98.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -1.5% |
| 7D | -7.1% | -0.1% | -7.0% | -7.0% |
| 30D | +3.6% | +2.8% | +0.8% | -0.4% |
| 3M | -2.7% | +2.6% | -5.3% | -6.2% |
| 6M | -8.0% | +8.4% | -16.4% | -17.5% |
| YTD | -55.0% | +8.6% | -63.6% | -59.8% |
| 1Y | -55.8% | +10.4% | -66.1% | -61.4% |
| All | -61.5% | +37.3% | -98.7% | -78.8% |
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