-52.0%
CSGP vs JEPI
+95.7%
-147.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.3% |
| 6M | -35.1% | +1.0% | -36.1% | -36.0% |
| YTD | -54.0% | +5.5% | -59.5% | -57.6% |
| 1Y | -65.3% | +9.2% | -74.5% | -69.7% |
| 3Y | -62.6% | +31.2% | -93.7% | -75.3% |
| 5Y | -64.8% | +41.4% | -106.2% | -79.1% |
| All | -52.0% | +95.7% | -147.7% | -82.9% |
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