+94.2%
JEPI vs CPB
-44.9%
+139.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -1.4% | -7.1% | +5.7% | -0.7% |
| 3M | +3.5% | -6.0% | +9.6% | +4.0% |
| 6M | +1.9% | -5.3% | +7.2% | +2.2% |
| YTD | +4.4% | -20.8% | +25.3% | +6.9% |
| 1Y | +7.2% | -33.8% | +41.0% | +12.2% |
| 3Y | +29.8% | -43.7% | +73.5% | +37.7% |
| 5Y | +41.7% | -40.7% | +82.4% | +49.1% |
| All | +94.2% | -44.9% | +139.0% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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