+10.6%
JEPI vs CRS
-3.8%
+14.4%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +1.8% |
| 7D | +1.5% | +4.3% | -2.9% | +1.2% |
| 30D | +3.6% | -25.5% | +29.0% | +5.0% |
| 3M | +2.3% | -48.7% | +51.0% | +6.1% |
| 6M | +5.6% | -31.6% | +37.3% | +6.7% |
| YTD | +7.5% | -7.0% | +14.5% | +6.2% |
| 1Y | +10.6% | -4.5% | +15.1% | +8.8% |
| All | +10.6% | -3.8% | +14.4% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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