+88.7%
JEPQ vs CCJ
+279.2%
-190.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | +0.6% | -1.3% | +1.9% | +0.6% |
| 3M | +5.8% | +2.5% | +3.3% | +5.0% |
| 6M | +9.7% | -18.9% | +28.5% | +12.4% |
| YTD | +10.5% | +6.5% | +4.1% | +7.7% |
| 1Y | +18.4% | +22.8% | -4.4% | +11.4% |
| 3Y | +70.3% | +164.5% | -94.2% | +33.4% |
| All | +88.7% | +279.2% | -190.5% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling