+82.8%
JEPQ vs CASY
+257.3%
-174.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.7% |
| 7D | -0.3% | +5.8% | -6.1% | -1.0% |
| 30D | -6.6% | +10.7% | -17.3% | -7.8% |
| 3M | -2.6% | -13.9% | +11.3% | -0.9% |
| 6M | +0.5% | -18.4% | +18.9% | +2.9% |
| YTD | +7.1% | +29.6% | -22.5% | -0.2% |
| 1Y | +8.1% | +32.8% | -24.7% | 0.0% |
| 3Y | +61.2% | +162.3% | -101.1% | +26.7% |
| All | +82.8% | +257.3% | -174.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling