+93.8%
JEPI vs CHD
+42.1%
+51.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -1.1% | -4.2% | +3.0% | -0.4% |
| 30D | -1.3% | -7.6% | +6.3% | +0.1% |
| 3M | +3.3% | -1.6% | +4.9% | +3.5% |
| 6M | +1.0% | -6.3% | +7.3% | +2.0% |
| YTD | +4.2% | +14.6% | -10.4% | +1.3% |
| 1Y | +7.9% | +1.6% | +6.3% | +7.2% |
| 3Y | +30.0% | +3.1% | +26.9% | +27.8% |
| 5Y | +40.9% | +21.1% | +19.9% | +32.5% |
| All | +93.8% | +42.1% | +51.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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