+70.3%
JEPQ vs CG
+48.1%
+22.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.8% |
| 7D | +1.1% | -6.4% | +7.5% | +2.6% |
| 30D | +1.3% | -7.1% | +8.4% | +2.9% |
| 3M | +4.7% | -1.6% | +6.3% | +4.7% |
| 6M | +10.6% | -8.3% | +19.0% | +12.1% |
| YTD | +11.4% | -23.8% | +35.2% | +17.6% |
| 1Y | +19.4% | -28.7% | +48.2% | +27.7% |
| All | +70.3% | +48.1% | +22.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling