+84.1%
JEPQ vs CAPR
+196.8%
-112.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.5% | -0.2% |
| 7D | +5.7% | +19.1% | -13.4% | +5.6% |
| 30D | -5.9% | +48.8% | -54.8% | -6.2% |
| 3M | -2.5% | +144.4% | -146.9% | -3.2% |
| 6M | +1.3% | -67.5% | +68.8% | +1.5% |
| YTD | +7.8% | -64.5% | +72.4% | +8.0% |
| 1Y | +8.8% | +74.4% | -65.7% | +6.2% |
| 3Y | +62.3% | +265.7% | -203.5% | +46.1% |
| All | +84.1% | +196.8% | -112.7% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling