+50.5%
COP vs JEPQ
+19.0%
+31.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.2% |
| 30D | +8.6% | +0.8% | +7.8% | +9.0% |
| 3M | +19.9% | +4.0% | +15.9% | +21.8% |
| 6M | +19.0% | +10.4% | +8.6% | +24.2% |
| YTD | +50.0% | +11.4% | +38.5% | +55.3% |
| 1Y | +50.5% | +18.9% | +31.6% | +65.1% |
| All | +50.5% | +19.0% | +31.5% | +65.1% |
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