+101.1%
JEPI vs CP
+104.7%
-3.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.7% | +2.1% | +0.6% | +2.2% |
| 30D | +2.5% | +9.3% | -6.8% | +0.3% |
| 3M | +1.9% | +0.5% | +1.5% | +1.7% |
| 6M | +7.7% | +10.4% | -2.7% | +4.8% |
| YTD | +8.2% | +28.7% | -20.5% | +0.9% |
| 1Y | +10.4% | +33.2% | -22.8% | +2.1% |
| 3Y | +36.5% | +38.4% | -1.9% | +23.2% |
| 5Y | +44.2% | +26.2% | +18.0% | +31.2% |
| All | +101.1% | +104.7% | -3.7% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling