+94.9%
JEPI vs CBRE
+260.9%
-166.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.1% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | -0.6% | -4.0% | +3.4% | 0.0% |
| 3M | +4.8% | +8.0% | -3.2% | +3.0% |
| 6M | +2.1% | +4.0% | -1.9% | +0.9% |
| YTD | +4.8% | -11.5% | +16.4% | +6.3% |
| 1Y | +8.4% | -13.0% | +21.4% | +10.2% |
| 3Y | +30.8% | +66.9% | -36.1% | +16.4% |
| 5Y | +41.0% | +45.0% | -4.1% | +25.7% |
| All | +94.9% | +260.9% | -166.0% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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