+90.4%
JEPQ vs CG
+39.8%
+50.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.5% |
| 7D | +1.4% | -1.3% | +2.7% | +1.8% |
| 30D | +1.3% | -3.2% | +4.5% | +2.0% |
| 3M | +3.8% | +6.2% | -2.4% | +1.8% |
| 6M | +12.2% | -4.7% | +16.8% | +12.7% |
| YTD | +11.6% | -20.6% | +32.2% | +17.2% |
| 1Y | +19.9% | -26.4% | +46.2% | +28.1% |
| 3Y | +71.9% | +55.4% | +16.5% | +41.6% |
| All | +90.4% | +39.8% | +50.7% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling