+94.2%
JEPI vs CDW
+53.9%
+40.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.2% | -0.7% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | -1.4% | +13.1% | -14.5% | -3.8% |
| 3M | +3.5% | +19.7% | -16.1% | -0.5% |
| 6M | +1.9% | +30.7% | -28.8% | -5.1% |
| YTD | +4.4% | +14.7% | -10.3% | -0.1% |
| 1Y | +7.2% | -5.3% | +12.5% | +6.9% |
| 3Y | +29.8% | -23.8% | +53.6% | +33.1% |
| 5Y | +41.7% | -16.8% | +58.5% | +38.6% |
| All | +94.2% | +53.9% | +40.2% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling