+101.1%
JEPI vs CNH
+175.2%
-74.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.7% | +3.0% | -0.3% | +2.2% |
| 30D | +2.5% | -0.6% | +3.1% | +2.5% |
| 3M | +1.9% | +14.6% | -12.7% | -0.6% |
| 6M | +7.7% | +11.8% | -4.0% | +5.1% |
| YTD | +8.2% | +30.4% | -22.3% | +2.6% |
| 1Y | +10.4% | +19.1% | -8.7% | +6.1% |
| 3Y | +36.5% | +30.2% | +6.3% | +27.8% |
| 5Y | +44.2% | -17.8% | +62.0% | +41.5% |
| All | +101.1% | +175.2% | -74.2% | +76.4% |
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