+60.5%
JEPQ vs CCI
+12.1%
+48.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | +3.4% | +2.5% | +0.9% | +3.4% |
| 30D | -5.6% | +14.4% | -20.0% | -5.4% |
| 3M | -4.2% | +21.7% | -25.8% | -3.9% |
| 6M | -0.2% | +4.0% | -4.2% | 0.0% |
| YTD | +6.7% | +6.2% | +0.5% | +6.8% |
| 1Y | +9.5% | +5.4% | +4.1% | +9.6% |
| 3Y | +60.5% | +11.7% | +48.8% | +60.3% |
| All | +60.5% | +12.1% | +48.4% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling