+88.7%
JEPQ vs CASY
+213.8%
-125.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.7% | -17.2% | +16.6% | +1.6% |
| 30D | +0.6% | -24.4% | +24.9% | +4.1% |
| 3M | +5.8% | -31.4% | +37.2% | +10.9% |
| 6M | +9.7% | -8.9% | +18.5% | +8.8% |
| YTD | +10.5% | +13.8% | -3.3% | +4.8% |
| 1Y | +18.4% | +17.0% | +1.4% | +11.3% |
| 3Y | +70.3% | +163.1% | -92.8% | +31.0% |
| All | +88.7% | +213.8% | -125.1% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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