+82.2%
JEPQ vs CB
+91.8%
-9.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +3.4% | +2.9% | +0.5% | +3.1% |
| 30D | -5.6% | +7.3% | -12.9% | -6.3% |
| 3M | -4.2% | +9.4% | -13.6% | -5.1% |
| 6M | -0.2% | +19.6% | -19.8% | -2.8% |
| YTD | +6.7% | +21.5% | -14.8% | +3.4% |
| 1Y | +9.5% | +28.0% | -18.5% | +4.8% |
| 3Y | +60.5% | +74.9% | -14.3% | +40.0% |
| All | +82.2% | +91.8% | -9.7% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling