+94.2%
JEPI vs CPAY
+69.8%
+24.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | -1.4% | -0.4% | -1.1% | -1.4% |
| 3M | +3.5% | +16.4% | -12.8% | +0.4% |
| 6M | +1.9% | +23.5% | -21.6% | -2.6% |
| YTD | +4.4% | +35.7% | -31.2% | -2.6% |
| 1Y | +7.2% | +30.2% | -23.0% | +0.6% |
| 3Y | +29.8% | +49.7% | -20.0% | +16.8% |
| 5Y | +41.7% | +56.6% | -14.8% | +23.3% |
| All | +94.2% | +69.8% | +24.4% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling