+94.9%
JEPI vs CRL
+59.6%
+35.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -0.2% | -0.6% | +0.3% | -0.2% |
| 30D | -0.6% | +5.0% | -5.6% | -1.2% |
| 3M | +4.8% | +50.6% | -45.8% | -0.9% |
| 6M | +2.1% | +60.9% | -58.8% | -4.7% |
| YTD | +4.8% | +40.7% | -35.9% | -0.6% |
| 1Y | +8.4% | +73.3% | -64.9% | -0.4% |
| 3Y | +30.8% | +40.6% | -9.8% | +20.1% |
| 5Y | +41.0% | -37.0% | +78.0% | +42.6% |
| All | +94.9% | +59.6% | +35.3% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling