+67.1%
COF vs JEPQ
+92.4%
-25.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.8% |
| 7D | -6.1% | -0.7% | -5.4% | -5.3% |
| 30D | -5.2% | +0.6% | -5.7% | -5.8% |
| 3M | +17.0% | +5.8% | +11.2% | +8.6% |
| 6M | +12.9% | +9.7% | +3.3% | 0.0% |
| YTD | -13.5% | +10.5% | -24.1% | -24.1% |
| 1Y | -5.9% | +18.4% | -24.3% | -24.4% |
| 3Y | +117.1% | +70.3% | +46.8% | +9.7% |
| All | +67.1% | +92.4% | -25.3% | -26.9% |
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