+48.1%
CSX vs JEPQ
+94.3%
-46.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.8% |
| 30D | -3.1% | +2.0% | -5.1% | -4.2% |
| 3M | +7.2% | +2.0% | +5.2% | +5.5% |
| 6M | +16.2% | +10.4% | +5.8% | +8.5% |
| YTD | +37.5% | +11.6% | +25.9% | +27.4% |
| 1Y | +53.2% | +20.7% | +32.5% | +34.4% |
| 3Y | +68.2% | +70.8% | -2.6% | +12.9% |
| All | +48.1% | +94.3% | -46.2% | -10.1% |
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