+96.1%
JEPI vs CFG
+328.3%
-232.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.3% | +1.5% | -1.9% | -0.6% |
| 30D | +0.1% | -3.8% | +4.0% | +0.7% |
| 3M | +4.8% | +11.5% | -6.7% | +3.0% |
| 6M | +1.0% | +19.2% | -18.2% | -1.7% |
| YTD | +5.5% | +23.7% | -18.2% | +2.0% |
| 1Y | +9.2% | +38.8% | -29.6% | +3.7% |
| 3Y | +31.2% | +178.9% | -147.7% | +12.3% |
| 5Y | +41.4% | +101.8% | -60.4% | +24.7% |
| All | +96.1% | +328.3% | -232.1% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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