+471.3%
CIFR vs JEPQ
+69.3%
+402.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -3.1% |
| 7D | -8.2% | -0.7% | -7.6% | -6.2% |
| 30D | -7.4% | +0.6% | -7.9% | -8.0% |
| 3M | -24.2% | +5.8% | -30.0% | -34.5% |
| 6M | +14.2% | +9.7% | +4.5% | -8.0% |
| YTD | +8.0% | +10.5% | -2.5% | -13.5% |
| 1Y | +55.5% | +18.4% | +37.1% | +6.1% |
| All | +471.3% | +69.3% | +402.0% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling