+24.5%
COP vs JEPQ
+70.7%
-46.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | +11.7% | +1.3% | +10.4% | +11.2% |
| 3M | +17.7% | +4.7% | +13.0% | +15.3% |
| 6M | +18.3% | +10.6% | +7.7% | +12.8% |
| YTD | +49.1% | +11.4% | +37.6% | +41.2% |
| 1Y | +53.3% | +19.4% | +33.9% | +38.9% |
| All | +24.5% | +70.7% | -46.2% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling