+52.7%
COP vs JEPQ
+94.2%
-41.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | +1.4% | -2.3% | -1.5% |
| 30D | +15.6% | +1.3% | +14.3% | +14.8% |
| 3M | +14.3% | +3.8% | +10.5% | +11.8% |
| 6M | +17.0% | +12.2% | +4.8% | +9.3% |
| YTD | +47.4% | +11.6% | +35.9% | +37.9% |
| 1Y | +52.4% | +19.9% | +32.5% | +36.1% |
| 3Y | +20.8% | +71.9% | -51.1% | -14.1% |
| All | +52.7% | +94.2% | -41.6% | +0.6% |
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