+40.8%
JEPI vs CRL
-38.6%
+79.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -2.0% | -6.9% | +4.9% | -1.2% |
| 30D | -2.0% | -3.2% | +1.2% | -1.7% |
| 3M | +3.8% | +46.5% | -42.8% | -1.4% |
| 6M | +0.8% | +63.1% | -62.3% | -5.9% |
| YTD | +3.7% | +36.9% | -33.1% | -1.2% |
| 1Y | +7.1% | +78.1% | -71.0% | -1.9% |
| 3Y | +29.4% | +36.7% | -7.3% | +19.3% |
| 5Y | +40.8% | -38.1% | +78.8% | +41.5% |
| All | +40.8% | -38.6% | +79.4% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling