+6.8%
JEPI vs CGNX
+19.2%
-12.3%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.5% | +7.2% | -2.9% |
| 7D | -2.7% | -19.5% | +16.8% | -2.0% |
| 30D | -0.3% | -28.4% | +28.2% | +0.7% |
| 3M | -1.3% | -32.7% | +31.4% | -0.1% |
| 6M | +2.5% | -19.0% | +21.6% | +2.8% |
| YTD | +4.0% | +32.6% | -28.6% | +1.3% |
| 1Y | +6.8% | +18.0% | -11.2% | +6.3% |
| All | +6.8% | +19.2% | -12.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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