+88.7%
JEPQ vs CFG
+108.2%
-19.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +0.6% | -4.6% | +5.2% | +1.6% |
| 3M | +5.8% | +7.9% | -2.1% | +3.8% |
| 6M | +9.7% | +19.9% | -10.2% | +4.8% |
| YTD | +10.5% | +21.7% | -11.2% | +5.0% |
| 1Y | +18.4% | +38.4% | -20.0% | +8.9% |
| 3Y | +70.3% | +187.0% | -116.7% | +30.5% |
| All | +88.7% | +108.2% | -19.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CFG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling