-21.7%
CMCSA vs JEPQ
+94.2%
-116.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.7% |
| 30D | +3.8% | +1.3% | +2.5% | +3.0% |
| 3M | +12.3% | +3.8% | +8.5% | +9.5% |
| 6M | -15.4% | +12.2% | -27.6% | -21.6% |
| YTD | -2.5% | +11.6% | -14.1% | -9.5% |
| 1Y | -13.4% | +19.9% | -33.2% | -23.7% |
| 3Y | -30.4% | +71.9% | -102.3% | -54.6% |
| All | -21.7% | +94.2% | -116.0% | -55.0% |
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 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