+90.2%
JEPQ vs CB
+71.9%
+18.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | +1.3% | -3.1% | +4.4% | +1.7% |
| 3M | +4.7% | +4.2% | +0.5% | +3.7% |
| 6M | +10.6% | +4.7% | +5.9% | +9.4% |
| YTD | +11.4% | +8.8% | +2.6% | +9.3% |
| 1Y | +19.4% | +22.6% | -3.2% | +14.0% |
| 3Y | +71.7% | +70.6% | +1.1% | +47.2% |
| All | +90.2% | +71.9% | +18.4% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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