+6.8%
JEPI vs CPAY
+71.2%
-64.4%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.0% | -3.6% |
| 7D | -2.7% | +12.3% | -15.0% | -3.4% |
| 30D | -0.3% | +9.9% | -10.2% | -0.9% |
| 3M | -1.3% | +13.3% | -14.6% | -2.1% |
| 6M | +2.5% | +47.2% | -44.7% | -0.3% |
| YTD | +4.0% | +48.5% | -44.6% | +0.8% |
| 1Y | +6.8% | +70.8% | -64.0% | +2.0% |
| All | +6.8% | +71.2% | -64.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling