+94.2%
JEPI vs CHWY
-48.6%
+142.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | -1.0% | -13.6% | +12.6% | -0.3% |
| 30D | -1.4% | -8.5% | +7.1% | -1.0% |
| 3M | +3.5% | +8.9% | -5.3% | +2.9% |
| 6M | +1.9% | -20.5% | +22.4% | +2.8% |
| YTD | +4.4% | -38.2% | +42.6% | +6.6% |
| 1Y | +7.2% | -43.3% | +50.4% | +9.8% |
| 3Y | +29.8% | -8.5% | +38.3% | +28.2% |
| 5Y | +41.7% | -72.7% | +114.5% | +41.7% |
| All | +94.2% | -48.6% | +142.7% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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