+71.9%
JEPQ vs CB
+70.7%
+1.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | +1.4% | -0.6% | +2.1% | +1.4% |
| 30D | +1.3% | -3.9% | +5.2% | +1.3% |
| 3M | +3.8% | +4.9% | -1.1% | +3.5% |
| 6M | +12.2% | +3.3% | +8.9% | +11.9% |
| YTD | +11.6% | +8.5% | +3.1% | +10.8% |
| 1Y | +19.9% | +22.1% | -2.2% | +17.5% |
| 3Y | +71.9% | +70.1% | +1.8% | +60.3% |
| All | +71.9% | +70.7% | +1.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling