+8.4%
JEPI vs CF
+60.9%
-52.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -0.2% | -0.9% | +0.7% | -0.3% |
| 30D | -0.6% | +18.1% | -18.7% | +0.1% |
| 3M | +4.8% | +23.4% | -18.6% | +5.7% |
| 6M | +2.1% | +17.1% | -15.0% | +2.4% |
| YTD | +4.8% | +76.2% | -71.4% | +3.0% |
| 1Y | +8.4% | +62.3% | -53.8% | +7.2% |
| All | +8.4% | +60.9% | -52.5% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling