+94.2%
JEPI vs CG
+97.5%
-3.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -1.0% | -9.9% | +8.9% | +0.7% |
| 30D | -1.4% | -11.7% | +10.2% | +0.6% |
| 3M | +3.5% | -4.3% | +7.8% | +4.0% |
| 6M | +1.9% | -8.8% | +10.7% | +3.0% |
| YTD | +4.4% | -26.9% | +31.3% | +9.3% |
| 1Y | +7.2% | -35.4% | +42.6% | +14.4% |
| 3Y | +29.8% | +43.0% | -13.3% | +17.0% |
| 5Y | +41.7% | +1.9% | +39.8% | +31.3% |
| All | +94.2% | +97.5% | -3.4% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling