+88.7%
JEPQ vs CHRW
+54.8%
+33.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -0.7% | +4.4% | -5.0% | -1.2% |
| 30D | +0.6% | +5.5% | -4.9% | -0.2% |
| 3M | +5.8% | -17.3% | +23.1% | +8.1% |
| 6M | +9.7% | -12.7% | +22.3% | +10.8% |
| YTD | +10.5% | -4.1% | +14.7% | +9.6% |
| 1Y | +18.4% | +21.2% | -2.8% | +12.5% |
| 3Y | +70.3% | +88.9% | -18.6% | +47.1% |
| All | +88.7% | +54.8% | +33.9% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling