+90.5%
JEPQ vs CF
+44.0%
+46.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.5% |
| 7D | +0.7% | +6.0% | -5.3% | +0.3% |
| 30D | +2.0% | +14.8% | -12.9% | +1.2% |
| 3M | +2.0% | +14.1% | -12.1% | +1.1% |
| 6M | +10.4% | +28.5% | -18.1% | +7.4% |
| YTD | +11.6% | +74.9% | -63.3% | +5.0% |
| 1Y | +20.7% | +61.7% | -41.0% | +14.4% |
| 3Y | +70.8% | +80.3% | -9.5% | +57.6% |
| All | +90.5% | +44.0% | +46.5% | +82.3% |
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