+44.1%
JEPI vs CDW
-4.0%
+48.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +2.7% | +9.3% | -6.6% | +1.1% |
| 30D | +2.5% | +14.4% | -11.8% | 0.0% |
| 3M | +1.9% | +21.4% | -19.5% | -2.0% |
| 6M | +7.7% | +72.8% | -65.1% | -4.4% |
| YTD | +8.2% | +28.0% | -19.9% | +1.2% |
| 1Y | +10.4% | +19.3% | -9.0% | +5.0% |
| 3Y | +36.5% | -15.3% | +51.8% | +37.4% |
| All | +44.1% | -4.0% | +48.1% | +34.1% |
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