+88.7%
JEPQ vs CF
+45.9%
+42.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -0.7% | -2.0% | +1.3% | -0.6% |
| 30D | +0.6% | +15.3% | -14.7% | -0.2% |
| 3M | +5.8% | +24.3% | -18.5% | +4.3% |
| 6M | +9.7% | +23.9% | -14.3% | +7.2% |
| YTD | +10.5% | +77.3% | -66.7% | +4.0% |
| 1Y | +18.4% | +58.7% | -40.3% | +12.6% |
| 3Y | +70.3% | +72.8% | -2.5% | +58.2% |
| All | +88.7% | +45.9% | +42.8% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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