+29.5%
JEPI vs CNH
+9.4%
+20.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -1.1% | +1.8% | -3.0% | -1.4% |
| 30D | -1.3% | +32.6% | -33.9% | -5.1% |
| 3M | +3.3% | +29.4% | -26.1% | -0.6% |
| 6M | +1.0% | +26.0% | -25.0% | -2.8% |
| YTD | +4.2% | +52.2% | -48.0% | -2.8% |
| 1Y | +7.9% | +23.9% | -15.9% | +3.8% |
| All | +29.5% | +9.4% | +20.1% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling