+94.9%
JEPI vs CVE
+754.3%
-659.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | -0.6% | +17.5% | -18.1% | -1.8% |
| 3M | +4.8% | +16.2% | -11.4% | +3.5% |
| 6M | +2.1% | +47.8% | -45.7% | -1.2% |
| YTD | +4.8% | +98.5% | -93.6% | -1.1% |
| 1Y | +8.4% | +109.8% | -101.3% | +1.7% |
| 3Y | +30.8% | +75.5% | -44.7% | +22.7% |
| 5Y | +41.0% | +341.6% | -300.6% | +25.8% |
| All | +94.9% | +754.3% | -659.4% | +66.2% |
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