+98.8%
JEPI vs CF
+412.9%
-314.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | +0.6% | +4.8% | -4.2% | +0.3% |
| 30D | +1.6% | +9.7% | -8.1% | +1.0% |
| 3M | +1.3% | +1.2% | +0.1% | +1.1% |
| 6M | +6.5% | +7.4% | -0.9% | +5.8% |
| YTD | +6.9% | +60.5% | -53.6% | +2.3% |
| 1Y | +9.4% | +50.7% | -41.3% | +5.1% |
| 3Y | +35.0% | +64.8% | -29.8% | +27.7% |
| 5Y | +43.2% | +115.8% | -72.6% | +32.0% |
| All | +98.8% | +412.9% | -314.1% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling