+70.3%
JEPQ vs CBOE
+89.1%
-18.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +0.6% |
| 7D | -0.2% | -5.8% | +5.7% | -0.8% |
| 30D | +0.8% | -3.1% | +3.9% | +0.5% |
| 3M | +4.0% | -4.8% | +8.7% | +3.7% |
| 6M | +10.4% | -0.6% | +10.9% | +11.2% |
| YTD | +11.4% | +12.8% | -1.4% | +14.2% |
| 1Y | +18.9% | +19.8% | -0.9% | +23.0% |
| 3Y | +70.3% | +86.9% | -16.7% | +78.2% |
| All | +70.3% | +89.1% | -18.8% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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