+88.7%
JEPQ vs CAPR
+140.6%
-51.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.8% |
| 7D | -0.7% | -10.6% | +9.9% | -0.6% |
| 30D | +0.6% | +111.2% | -110.6% | 0.0% |
| 3M | +5.8% | -67.2% | +73.0% | +6.1% |
| 6M | +9.7% | -75.1% | +84.8% | +10.1% |
| YTD | +10.5% | -71.2% | +81.8% | +10.9% |
| 1Y | +18.4% | +31.1% | -12.7% | +15.9% |
| 3Y | +70.3% | +31.3% | +39.0% | +59.2% |
| All | +88.7% | +140.6% | -51.9% | +57.2% |
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