+29.5%
JEPI vs CPB
-40.6%
+70.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -1.1% | -8.0% | +6.9% | -0.5% |
| 30D | -1.3% | -2.4% | +1.1% | -1.2% |
| 3M | +3.3% | +0.5% | +2.8% | +3.1% |
| 6M | +1.0% | -10.5% | +11.5% | +1.7% |
| YTD | +4.2% | -17.5% | +21.8% | +5.7% |
| 1Y | +7.9% | -31.0% | +39.0% | +11.3% |
| All | +29.5% | -40.6% | +70.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling