+90.2%
JEPQ vs CAPR
+150.4%
-60.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.1% |
| 7D | +1.1% | -12.6% | +13.7% | +1.1% |
| 30D | +1.3% | +124.4% | -123.1% | +0.7% |
| 3M | +4.7% | -66.8% | +71.5% | +5.0% |
| 6M | +10.6% | -71.8% | +82.4% | +11.0% |
| YTD | +11.4% | -70.1% | +81.5% | +11.8% |
| 1Y | +19.4% | +33.3% | -13.9% | +16.9% |
| 3Y | +71.7% | +36.7% | +35.0% | +60.5% |
| All | +90.2% | +150.4% | -60.2% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling