+30.4%
CCL vs JEPQ
+94.0%
-63.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.2% |
| 7D | -3.2% | -0.2% | -3.1% | -3.0% |
| 30D | -17.8% | +0.8% | -18.6% | -18.9% |
| 3M | -18.7% | +4.0% | -22.6% | -24.9% |
| 6M | -11.4% | +10.4% | -21.8% | -26.3% |
| YTD | -24.3% | +11.4% | -35.7% | -38.0% |
| 1Y | -28.8% | +18.9% | -47.7% | -48.8% |
| 3Y | +49.3% | +70.3% | -21.0% | -47.7% |
| All | +30.4% | +94.0% | -63.6% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling