+94.2%
JEPI vs CRL
+58.2%
+36.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -1.0% | -3.5% | +2.6% | -0.5% |
| 30D | -1.4% | -2.1% | +0.7% | -1.2% |
| 3M | +3.5% | +48.0% | -44.4% | -1.8% |
| 6M | +1.9% | +64.7% | -62.8% | -5.2% |
| YTD | +4.4% | +39.5% | -35.1% | -0.9% |
| 1Y | +7.2% | +74.2% | -67.0% | -1.6% |
| 3Y | +29.8% | +39.4% | -9.6% | +19.3% |
| 5Y | +41.7% | -36.9% | +78.6% | +43.3% |
| All | +94.2% | +58.2% | +36.0% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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