+8.0%
JEPI vs CRBG
+15.6%
-7.6%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | 0.0% | -0.9% | +0.9% | +0.1% |
| 3M | -0.8% | +1.0% | -1.7% | -0.9% |
| 6M | +3.2% | +23.5% | -20.2% | +0.5% |
| YTD | +4.7% | +16.0% | -11.3% | +2.2% |
| 1Y | +8.0% | +17.9% | -9.9% | +5.1% |
| All | +8.0% | +15.6% | -7.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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