+40.9%
JEPI vs CAPR
+76.3%
-35.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -0.6% |
| 7D | -1.1% | -12.6% | +11.5% | -1.1% |
| 30D | -1.3% | +124.4% | -125.7% | -1.8% |
| 3M | +3.3% | -66.8% | +70.1% | +3.6% |
| 6M | +1.0% | -71.8% | +72.8% | +1.3% |
| YTD | +4.2% | -70.1% | +74.3% | +4.5% |
| 1Y | +7.9% | +33.3% | -25.4% | +5.9% |
| 3Y | +30.0% | +36.7% | -6.7% | +23.7% |
| 5Y | +40.9% | +72.5% | -31.5% | +30.9% |
| All | +40.9% | +76.3% | -35.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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