+90.2%
JEPQ vs CCI
-48.9%
+139.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +0.8% | +2.2% | -1.5% | +0.5% |
| 3M | +4.0% | -16.9% | +20.8% | +6.2% |
| 6M | +10.4% | -11.5% | +21.9% | +11.6% |
| YTD | +11.4% | -12.8% | +24.3% | +12.6% |
| 1Y | +18.9% | -17.1% | +36.0% | +21.1% |
| 3Y | +70.3% | -9.6% | +79.9% | +65.5% |
| All | +90.2% | -48.9% | +139.1% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling