+26.2%
CMG vs JEPQ
+94.0%
-67.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.5% |
| 7D | -2.1% | -0.2% | -1.9% | -1.9% |
| 30D | +10.9% | +0.8% | +10.1% | +10.0% |
| 3M | +15.8% | +4.0% | +11.9% | +10.9% |
| 6M | +6.9% | +10.4% | -3.4% | -3.9% |
| YTD | -2.2% | +11.4% | -13.6% | -13.0% |
| 1Y | -7.1% | +18.9% | -26.0% | -22.7% |
| 3Y | -7.1% | +70.3% | -77.4% | -48.8% |
| All | +26.2% | +94.0% | -67.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling