+380.0%
CRWD vs JEPQ
+70.7%
+309.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -2.3% |
| 7D | -3.0% | -0.2% | -2.8% | -2.8% |
| 30D | -6.8% | +0.8% | -7.6% | -7.7% |
| 3M | +19.6% | +4.0% | +15.6% | +12.3% |
| 6M | +87.1% | +10.4% | +76.7% | +59.2% |
| YTD | +76.4% | +11.4% | +65.0% | +48.0% |
| 1Y | +90.8% | +18.9% | +71.9% | +43.8% |
| 3Y | +380.0% | +70.3% | +309.7% | +101.1% |
| All | +380.0% | +70.7% | +309.3% | +101.1% |
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