+90.2%
JEPQ vs CHRW
+52.8%
+37.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +1.1% | +4.1% | -3.0% | +0.5% |
| 30D | +1.3% | +1.9% | -0.6% | +1.0% |
| 3M | +4.7% | -21.2% | +25.8% | +7.7% |
| 6M | +10.6% | -16.7% | +27.3% | +12.6% |
| YTD | +11.4% | -5.4% | +16.8% | +10.7% |
| 1Y | +19.4% | +21.2% | -1.8% | +13.5% |
| 3Y | +71.7% | +86.5% | -14.8% | +48.5% |
| All | +90.2% | +52.8% | +37.4% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling