+41.8%
JEPI vs CNI
+12.6%
+29.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.4% | -2.7% | +1.3% | -0.7% |
| 3M | +3.5% | +3.9% | -0.4% | +2.2% |
| 6M | +1.9% | +16.4% | -14.4% | -3.0% |
| YTD | +4.4% | +25.8% | -21.4% | -3.2% |
| 1Y | +7.2% | +32.4% | -25.2% | -2.4% |
| 3Y | +29.8% | +19.1% | +10.7% | +20.2% |
| All | +41.8% | +12.6% | +29.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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