+316.9%
CRWD vs JEPQ
+92.4%
+224.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.9% |
| 7D | -2.8% | -0.7% | -2.2% | -1.8% |
| 30D | -5.9% | +0.6% | -6.4% | -6.4% |
| 3M | +29.0% | +5.8% | +23.2% | +17.1% |
| 6M | +91.5% | +9.7% | +81.8% | +62.8% |
| YTD | +78.2% | +10.5% | +67.7% | +49.6% |
| 1Y | +96.6% | +18.4% | +78.2% | +46.5% |
| 3Y | +397.0% | +70.3% | +326.7% | +96.0% |
| All | +316.9% | +92.4% | +224.5% | +58.1% |
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 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