+54.9%
COP vs JEPQ
+92.4%
-37.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +1.0% | -0.7% | +1.6% | +1.3% |
| 30D | +9.6% | +0.6% | +9.0% | +9.2% |
| 3M | +15.0% | +5.8% | +9.2% | +11.3% |
| 6M | +21.8% | +9.7% | +12.1% | +15.1% |
| YTD | +49.6% | +10.5% | +39.1% | +40.5% |
| 1Y | +49.9% | +18.4% | +31.5% | +34.6% |
| 3Y | +22.6% | +70.3% | -47.7% | -12.5% |
| All | +54.9% | +92.4% | -37.5% | +2.5% |
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 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