+90.2%
JEPQ vs CGNX
-1.4%
+91.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | 0.0% |
| 7D | -0.2% | +3.2% | -3.3% | -0.7% |
| 30D | +0.8% | +6.0% | -5.2% | -0.5% |
| 3M | +4.0% | +3.5% | +0.4% | +2.9% |
| 6M | +10.4% | +26.3% | -15.9% | +4.9% |
| YTD | +11.4% | +79.2% | -67.8% | -2.9% |
| 1Y | +18.9% | +43.8% | -24.9% | +8.1% |
| 3Y | +70.3% | +52.0% | +18.3% | +45.7% |
| All | +90.2% | -1.4% | +91.7% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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