+74.5%
JEPQ vs CF
+28.9%
+45.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -5.6% | -3.2% | -2.5% | -5.5% |
| 30D | -11.3% | +4.3% | -15.6% | -11.5% |
| 3M | -6.5% | +2.8% | -9.3% | -6.8% |
| 6M | -3.6% | +0.6% | -4.2% | -3.9% |
| YTD | +2.2% | +56.6% | -54.4% | -3.3% |
| 1Y | +4.8% | +49.6% | -44.8% | -0.4% |
| 3Y | +56.3% | +61.5% | -5.2% | +45.1% |
| All | +74.5% | +28.9% | +45.6% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling