+74.5%
CSX vs JEPQ
+59.7%
+14.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.5% | +1.4% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +6.8% | -8.2% | +15.0% | +10.7% |
| 3M | +0.7% | -4.1% | +4.8% | +2.2% |
| 6M | +13.3% | -0.8% | +14.1% | +12.5% |
| YTD | +40.5% | +5.5% | +35.0% | +34.6% |
| 1Y | +44.7% | +8.4% | +36.3% | +36.5% |
| 3Y | +74.5% | +60.9% | +13.6% | +32.7% |
| All | +74.5% | +59.7% | +14.8% | +32.7% |
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