+90.2%
JEPQ vs CBOE
+172.4%
-82.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.1% | -0.8% | +1.8% | +1.1% |
| 30D | +1.3% | +2.7% | -1.4% | +1.3% |
| 3M | +4.7% | +0.7% | +4.0% | +4.7% |
| 6M | +10.6% | -2.0% | +12.6% | +10.6% |
| YTD | +11.4% | +17.1% | -5.7% | +10.5% |
| 1Y | +19.4% | +26.5% | -7.1% | +17.9% |
| 3Y | +71.7% | +96.1% | -24.4% | +52.9% |
| All | +90.2% | +172.4% | -82.1% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling