+90.2%
JEPQ vs CG
+28.8%
+61.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | -0.2% | -9.9% | +9.7% | +2.6% |
| 30D | +0.8% | -11.7% | +12.4% | +3.9% |
| 3M | +4.0% | -4.3% | +8.2% | +4.7% |
| 6M | +10.4% | -8.8% | +19.1% | +12.1% |
| YTD | +11.4% | -26.9% | +38.3% | +19.6% |
| 1Y | +18.9% | -35.4% | +54.3% | +31.7% |
| 3Y | +70.3% | +43.0% | +27.2% | +43.3% |
| All | +90.2% | +28.8% | +61.4% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling