+90.2%
JEPQ vs CI
+21.8%
+68.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.2% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | +1.3% | +0.5% | +0.8% | +1.3% |
| 3M | +4.7% | -5.2% | +9.9% | +5.0% |
| 6M | +10.6% | +4.3% | +6.3% | +10.0% |
| YTD | +11.4% | +2.8% | +8.7% | +10.9% |
| 1Y | +19.4% | -5.8% | +25.2% | +19.5% |
| 3Y | +71.7% | +4.7% | +67.0% | +67.1% |
| All | +90.2% | +21.8% | +68.4% | +72.1% |
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