+94.9%
JEPI vs CPB
-42.9%
+137.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.8% |
| 7D | -0.2% | -8.2% | +8.0% | +0.7% |
| 30D | -0.6% | -5.6% | +5.0% | 0.0% |
| 3M | +4.8% | +3.0% | +1.8% | +4.2% |
| 6M | +2.1% | -12.7% | +14.8% | +3.4% |
| YTD | +4.8% | -18.0% | +22.8% | +6.9% |
| 1Y | +8.4% | -31.7% | +40.2% | +13.2% |
| 3Y | +30.8% | -41.0% | +71.7% | +38.0% |
| 5Y | +41.0% | -38.4% | +79.4% | +47.7% |
| All | +94.9% | -42.9% | +137.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling