-10.7%
CMG vs JEPQ
+21.4%
-32.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | +7.1% | +2.0% | +5.1% | +6.2% |
| 3M | +31.2% | +2.0% | +29.2% | +28.6% |
| 6M | +0.7% | +10.4% | -9.7% | -7.9% |
| YTD | -0.1% | +11.6% | -11.7% | -9.6% |
| 1Y | -10.7% | +20.7% | -31.4% | -20.3% |
| All | -10.7% | +21.4% | -32.1% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling