-32.5%
CBRS vs JEPQ
+4.3%
-36.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.0% | +9.4% |
| 7D | +17.3% | +0.7% | +16.6% | +15.2% |
| 30D | -2.0% | +2.0% | -4.0% | -6.9% |
| 3M | -2.5% | +2.0% | -4.5% | -11.7% |
| All | -32.5% | +4.3% | -36.8% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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 · Available span rolling