+71.9%
JEPQ vs CASY
+209.8%
-137.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | +1.4% | -4.4% | +5.8% | +1.8% |
| 30D | +1.3% | -12.0% | +13.4% | +2.4% |
| 3M | +3.8% | -2.3% | +6.2% | +3.3% |
| 6M | +12.2% | +10.5% | +1.6% | +9.3% |
| YTD | +11.6% | +33.0% | -21.5% | +5.7% |
| 1Y | +19.9% | +41.1% | -21.3% | +12.3% |
| 3Y | +71.9% | +207.5% | -135.6% | +50.6% |
| All | +71.9% | +209.8% | -137.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling