+29.8%
JEPI vs CRS
+612.2%
-582.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.0% | -6.8% | +5.8% | -0.3% |
| 30D | -1.4% | -16.1% | +14.7% | +0.2% |
| 3M | +3.5% | -21.2% | +24.7% | +5.7% |
| 6M | +1.9% | +8.7% | -6.8% | +0.3% |
| YTD | +4.4% | +41.0% | -36.5% | -0.1% |
| 1Y | +7.2% | +82.7% | -75.5% | -0.8% |
| 3Y | +29.8% | +604.8% | -575.0% | +5.7% |
| All | +29.8% | +612.2% | -582.5% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling