+40.9%
JEPI vs CP
+30.0%
+10.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.1% | +0.6% | -1.7% | -1.3% |
| 30D | -1.3% | -0.5% | -0.8% | -1.2% |
| 3M | +3.3% | +0.1% | +3.3% | +3.1% |
| 6M | +1.0% | +7.8% | -6.8% | -1.4% |
| YTD | +4.2% | +22.9% | -18.6% | -2.1% |
| 1Y | +7.9% | +21.3% | -13.4% | +1.6% |
| 3Y | +30.0% | +20.4% | +9.7% | +20.5% |
| 5Y | +40.9% | +34.9% | +6.0% | +22.4% |
| All | +40.9% | +30.0% | +10.9% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling