+90.2%
JEPQ vs CCJ
+276.3%
-186.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.2% | -4.0% | +3.9% | +0.5% |
| 30D | +0.8% | -2.4% | +3.1% | +1.0% |
| 3M | +4.0% | -2.3% | +6.3% | +4.0% |
| 6M | +10.4% | -16.2% | +26.6% | +12.6% |
| YTD | +11.4% | +5.7% | +5.8% | +8.8% |
| 1Y | +18.9% | +21.3% | -2.3% | +12.2% |
| 3Y | +70.3% | +159.4% | -89.1% | +33.9% |
| All | +90.2% | +276.3% | -186.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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