+98.6%
JEPI vs CVE
+613.5%
-515.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.0% |
| 7D | +0.3% | -10.1% | +10.4% | +1.1% |
| 30D | +1.4% | -12.1% | +13.6% | +2.3% |
| 3M | +1.3% | -1.9% | +3.2% | +1.2% |
| 6M | +6.3% | -1.8% | +8.2% | +6.1% |
| YTD | +6.8% | +65.8% | -59.0% | +1.9% |
| 1Y | +9.8% | +60.8% | -51.0% | +5.0% |
| 3Y | +36.0% | +70.1% | -34.1% | +27.8% |
| 5Y | +43.4% | +134.8% | -91.4% | +31.8% |
| All | +98.6% | +613.5% | -515.0% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling