+82.8%
JEPQ vs CI
+32.0%
+50.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | -6.6% | +6.4% | -13.0% | -6.9% |
| 3M | -2.6% | +10.7% | -13.2% | -3.2% |
| 6M | +0.5% | +5.5% | -5.0% | 0.0% |
| YTD | +7.1% | +11.4% | -4.3% | +6.1% |
| 1Y | +8.1% | +15.0% | -7.0% | +6.7% |
| 3Y | +61.2% | +9.0% | +52.2% | +57.6% |
| All | +82.8% | +32.0% | +50.8% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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