+138.8%
CSCO vs JEPQ
+94.3%
+44.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -0.7% | +0.7% | -1.3% | -1.2% |
| 30D | -10.1% | +2.0% | -12.1% | -11.6% |
| 3M | -15.7% | +2.0% | -17.7% | -17.0% |
| 6M | +36.3% | +10.4% | +25.9% | +26.0% |
| YTD | +43.8% | +11.6% | +32.2% | +32.1% |
| 1Y | +63.9% | +20.7% | +43.2% | +41.6% |
| 3Y | +104.4% | +70.8% | +33.5% | +33.7% |
| All | +138.8% | +94.3% | +44.5% | +43.3% |
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