+70.3%
JEPQ vs CBRE
+63.2%
+7.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | +1.1% | -1.7% | +2.7% | +1.3% |
| 30D | +1.3% | -3.0% | +4.3% | +1.7% |
| 3M | +4.7% | +2.6% | +2.1% | +3.7% |
| 6M | +10.6% | +2.0% | +8.6% | +9.5% |
| YTD | +11.4% | -13.1% | +24.6% | +13.7% |
| 1Y | +19.4% | -13.8% | +33.2% | +21.9% |
| All | +70.3% | +63.2% | +7.1% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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