+60.7%
COP vs JEPQ
+8.1%
+52.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -4.7% |
| 7D | -8.1% | -4.9% | -3.2% | -10.6% |
| 30D | +6.7% | -6.7% | +13.3% | +2.8% |
| 3M | +16.9% | -3.0% | +19.9% | +15.0% |
| 6M | +11.2% | +1.4% | +9.8% | +12.3% |
| YTD | +49.5% | +6.5% | +43.1% | +53.6% |
| 1Y | +60.7% | +8.4% | +52.3% | +65.5% |
| All | +60.7% | +8.1% | +52.6% | +65.5% |
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