+94.9%
JEPI vs CG
+114.4%
-19.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -0.2% | -1.3% | +1.0% | 0.0% |
| 30D | -0.6% | -3.2% | +2.6% | -0.1% |
| 3M | +4.8% | +6.2% | -1.4% | +3.4% |
| 6M | +2.1% | -4.7% | +6.8% | +2.4% |
| YTD | +4.8% | -20.6% | +25.5% | +8.2% |
| 1Y | +8.4% | -26.4% | +34.8% | +13.1% |
| 3Y | +30.8% | +55.4% | -24.6% | +16.3% |
| 5Y | +41.0% | +9.8% | +31.1% | +28.9% |
| All | +94.9% | +114.4% | -19.5% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling