+94.9%
JEPI vs CNH
+214.3%
-119.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | +0.2% |
| 7D | -0.2% | +8.8% | -9.0% | -1.5% |
| 30D | -0.6% | +24.7% | -25.2% | -3.9% |
| 3M | +4.8% | +27.3% | -22.5% | +0.8% |
| 6M | +2.1% | +23.2% | -21.1% | -1.7% |
| YTD | +4.8% | +48.9% | -44.1% | -2.0% |
| 1Y | +8.4% | +19.4% | -11.0% | +4.6% |
| 3Y | +30.8% | +7.8% | +23.0% | +26.2% |
| 5Y | +41.0% | +8.7% | +32.2% | +34.3% |
| All | +94.9% | +214.3% | -119.4% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling