+35.9%
CRM vs JEPQ
+94.0%
-58.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.1% |
| 7D | -4.4% | -0.2% | -4.3% | -4.3% |
| 30D | +28.1% | +0.8% | +27.4% | +27.2% |
| 3M | +48.8% | +4.0% | +44.9% | +40.8% |
| 6M | +28.3% | +10.4% | +17.9% | +12.1% |
| YTD | -6.0% | +11.4% | -17.4% | -18.9% |
| 1Y | +1.4% | +18.9% | -17.5% | -19.5% |
| 3Y | +11.8% | +70.3% | -58.4% | -45.8% |
| All | +35.9% | +94.0% | -58.1% | -44.0% |
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