+82.2%
JEPQ vs CHRW
+36.6%
+45.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.4% | +7.3% | -3.9% | +2.5% |
| 30D | -5.6% | -3.6% | -2.0% | -5.3% |
| 3M | -4.2% | -9.6% | +5.4% | -3.3% |
| 6M | -0.2% | -17.0% | +16.8% | +1.3% |
| YTD | +6.7% | -15.4% | +22.1% | +7.2% |
| 1Y | +9.5% | -10.0% | +19.5% | +8.8% |
| 3Y | +60.5% | +82.2% | -21.6% | +37.0% |
| All | +82.2% | +36.6% | +45.6% | +68.9% |
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