+74.5%
COST vs JEPQ
+94.0%
-19.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -4.7% | +0.8% | -5.5% | -5.2% |
| 3M | -7.1% | +4.0% | -11.1% | -9.9% |
| 6M | -8.5% | +10.4% | -18.9% | -15.2% |
| YTD | +5.4% | +11.4% | -6.0% | -3.1% |
| 1Y | -5.6% | +18.9% | -24.5% | -17.7% |
| 3Y | +68.5% | +70.3% | -1.8% | +6.2% |
| All | +74.5% | +94.0% | -19.5% | +3.1% |
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 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