+96.1%
JEPI vs CDW
+52.5%
+43.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.3% | +3.2% | -3.5% | -0.9% |
| 30D | +0.1% | +9.3% | -9.1% | -1.6% |
| 3M | +4.8% | +9.8% | -5.0% | +2.4% |
| 6M | +1.0% | +23.3% | -22.3% | -4.7% |
| YTD | +5.5% | +13.7% | -8.2% | +1.1% |
| 1Y | +9.2% | -6.5% | +15.7% | +9.2% |
| 3Y | +31.2% | -25.2% | +56.4% | +35.2% |
| 5Y | +41.4% | -19.5% | +60.9% | +39.1% |
| All | +96.1% | +52.5% | +43.6% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling