+96.1%
JEPI vs CASY
+427.8%
-331.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.1% | -11.3% | +11.5% | +1.7% |
| 3M | +4.8% | -0.6% | +5.4% | +4.2% |
| 6M | +1.0% | +10.7% | -9.7% | -1.6% |
| YTD | +5.5% | +37.1% | -31.6% | -1.0% |
| 1Y | +9.2% | +52.3% | -43.1% | +0.4% |
| 3Y | +31.2% | +215.2% | -184.0% | +4.2% |
| 5Y | +41.4% | +276.5% | -235.1% | +6.9% |
| All | +96.1% | +427.8% | -331.7% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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