+94.2%
JEPI vs CNH
+213.8%
-119.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.0% | -5.7% | +4.7% | -0.2% |
| 30D | -1.4% | +26.6% | -28.0% | -4.9% |
| 3M | +3.5% | +31.1% | -27.5% | -0.8% |
| 6M | +1.9% | +24.9% | -22.9% | -2.0% |
| YTD | +4.4% | +48.7% | -44.3% | -2.4% |
| 1Y | +7.2% | +22.2% | -15.0% | +3.0% |
| 3Y | +29.8% | +7.4% | +22.3% | +25.3% |
| 5Y | +41.7% | +10.8% | +30.9% | +34.7% |
| All | +94.2% | +213.8% | -119.7% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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