-63.7%
CSGP vs JEPI
+44.7%
-108.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.1% |
| 7D | -6.1% | +2.9% | -9.0% | -10.1% |
| 30D | +0.3% | +2.6% | -2.2% | -3.6% |
| 3M | -1.3% | +2.2% | -3.5% | -4.6% |
| 6M | -8.9% | +7.6% | -16.5% | -18.5% |
| YTD | -55.2% | +8.3% | -63.5% | -60.4% |
| 1Y | -56.4% | +9.7% | -66.1% | -62.2% |
| 3Y | -62.2% | +36.7% | -98.9% | -76.8% |
| 5Y | -63.7% | +44.4% | -108.1% | -79.5% |
| All | -63.7% | +44.7% | -108.3% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling