+101.1%
JEPI vs CVE
+652.1%
-551.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.7% | +5.9% | -3.2% | +2.3% |
| 30D | +2.5% | -10.9% | +13.4% | +3.3% |
| 3M | +1.9% | -4.5% | +6.5% | +2.1% |
| 6M | +7.7% | -1.0% | +8.7% | +7.5% |
| YTD | +8.2% | +74.7% | -66.6% | +2.8% |
| 1Y | +10.4% | +65.8% | -55.4% | +5.4% |
| 3Y | +36.5% | +73.2% | -36.7% | +28.1% |
| 5Y | +44.2% | +155.6% | -111.4% | +31.9% |
| All | +101.1% | +652.1% | -551.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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