+90.4%
JEPQ vs CCI
-48.7%
+139.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +1.3% | +0.5% | +0.8% | +1.3% |
| 3M | +3.8% | -16.3% | +20.1% | +6.0% |
| 6M | +12.2% | -13.9% | +26.1% | +13.9% |
| YTD | +11.6% | -12.4% | +24.0% | +12.7% |
| 1Y | +19.9% | -15.2% | +35.1% | +21.6% |
| 3Y | +71.9% | -9.9% | +81.8% | +67.4% |
| All | +90.4% | -48.7% | +139.1% | +129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling