+40.8%
JEPI vs CDW
-23.8%
+64.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.0% | -7.4% | +5.3% | -0.7% |
| 30D | -2.0% | +5.8% | -7.9% | -3.2% |
| 3M | +3.8% | +10.8% | -7.0% | +1.1% |
| 6M | +0.8% | +21.5% | -20.6% | -5.0% |
| YTD | +3.7% | +6.4% | -2.6% | +0.5% |
| 1Y | +7.1% | -14.8% | +21.9% | +9.5% |
| 3Y | +29.4% | -29.9% | +59.3% | +35.0% |
| 5Y | +40.8% | -22.9% | +63.6% | +38.2% |
| All | +40.8% | -23.8% | +64.5% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling