+84.1%
JEPQ vs CI
+29.8%
+54.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.2% |
| 7D | +5.7% | -1.7% | +7.4% | +5.8% |
| 30D | -5.9% | +4.9% | -10.8% | -6.2% |
| 3M | -2.5% | +7.4% | -9.9% | -2.9% |
| 6M | +1.3% | +0.4% | +0.9% | +1.1% |
| YTD | +7.8% | +9.5% | -1.6% | +6.9% |
| 1Y | +8.8% | +12.0% | -3.2% | +7.6% |
| 3Y | +62.3% | +7.1% | +55.2% | +58.8% |
| All | +84.1% | +29.8% | +54.3% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling