+29.8%
JEPI vs CDW
-24.7%
+54.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.2% | -0.3% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | -1.4% | +13.1% | -14.5% | -3.0% |
| 3M | +3.5% | +19.7% | -16.1% | +0.7% |
| 6M | +1.9% | +30.7% | -28.8% | -3.4% |
| YTD | +4.4% | +14.7% | -10.3% | +1.3% |
| 1Y | +7.2% | -5.3% | +12.5% | +7.9% |
| 3Y | +29.8% | -23.8% | +53.6% | +29.0% |
| All | +29.8% | -24.7% | +54.4% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling