+416.8%
CIFR vs JEPQ
+94.0%
+322.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.4% |
| 7D | +11.3% | +1.1% | +10.3% | +8.5% |
| 30D | +3.5% | +1.3% | +2.2% | +0.7% |
| 3M | -26.6% | +4.7% | -31.3% | -33.0% |
| 6M | +18.1% | +10.6% | +7.5% | -3.7% |
| YTD | +14.5% | +11.4% | +3.1% | -6.7% |
| 1Y | +83.3% | +19.4% | +63.9% | +30.1% |
| 3Y | +461.5% | +71.7% | +389.8% | +111.9% |
| All | +416.8% | +94.0% | +322.8% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling