+8.4%
JEPQ vs CAPR
+47.4%
-39.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.3% | -7.3% | +0.9% |
| 7D | -4.9% | +43.2% | -48.1% | -4.9% |
| 30D | -6.7% | +14.7% | -21.3% | -6.7% |
| 3M | -3.0% | +113.9% | -116.9% | -3.1% |
| 6M | +1.4% | -73.4% | +74.7% | +1.5% |
| YTD | +6.5% | -69.1% | +75.5% | +6.5% |
| 1Y | +8.4% | +47.2% | -38.8% | +8.5% |
| All | +8.4% | +47.4% | -39.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling