+46.3%
JEPI vs CRBG
+117.3%
-71.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -1.4% | +2.6% | -4.1% | -1.9% |
| 3M | +3.5% | +24.0% | -20.4% | -0.5% |
| 6M | +1.9% | +50.5% | -48.6% | -5.8% |
| YTD | +4.4% | +17.1% | -12.7% | +0.8% |
| 1Y | +7.2% | +5.9% | +1.3% | +5.2% |
| 3Y | +29.8% | +122.7% | -93.0% | +9.9% |
| All | +46.3% | +117.3% | -71.0% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling