-33.8%
CMCSA vs JEPQ
+69.3%
-103.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -5.6% | -0.7% | -4.9% | -5.3% |
| 30D | -1.9% | +0.6% | -2.4% | -2.1% |
| 3M | +6.4% | +5.8% | +0.6% | +3.8% |
| 6M | -16.9% | +9.7% | -26.6% | -20.4% |
| YTD | -6.8% | +10.5% | -17.3% | -11.3% |
| 1Y | -15.9% | +18.4% | -34.3% | -23.1% |
| All | -33.8% | +69.3% | -103.1% | -56.4% |
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