+71.9%
JEPQ vs CAPR
+42.0%
+29.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | +1.4% | -9.5% | +10.9% | +1.5% |
| 30D | +1.3% | +121.5% | -120.2% | +1.0% |
| 3M | +3.8% | -65.4% | +69.2% | +4.0% |
| 6M | +12.2% | -67.5% | +79.7% | +12.4% |
| YTD | +11.6% | -68.6% | +80.2% | +11.8% |
| 1Y | +19.9% | +42.7% | -22.8% | +18.3% |
| 3Y | +71.9% | +43.4% | +28.5% | +65.2% |
| All | +71.9% | +42.0% | +29.9% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling