+8.8%
JEPQ vs CASY
+31.5%
-22.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.3% |
| 7D | +5.7% | +2.5% | +3.2% | +5.8% |
| 30D | -5.9% | +10.2% | -16.1% | -5.5% |
| 3M | -2.5% | -15.7% | +13.2% | -3.0% |
| 6M | +1.3% | -18.4% | +19.6% | +1.9% |
| YTD | +7.8% | +28.3% | -20.4% | +7.0% |
| 1Y | +8.8% | +32.6% | -23.8% | +8.2% |
| All | +8.8% | +31.5% | -22.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling