+40.9%
JEPI vs CNH
+12.3%
+28.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -1.1% | +1.8% | -3.0% | -1.5% |
| 30D | -1.3% | +32.6% | -33.9% | -5.8% |
| 3M | +3.3% | +29.4% | -26.1% | -1.3% |
| 6M | +1.0% | +26.0% | -25.0% | -3.5% |
| YTD | +4.2% | +52.2% | -48.0% | -3.8% |
| 1Y | +7.9% | +23.9% | -15.9% | +3.0% |
| 3Y | +30.0% | +10.1% | +19.9% | +24.8% |
| 5Y | +40.9% | +13.2% | +27.8% | +31.3% |
| All | +40.9% | +12.3% | +28.6% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling