+71.9%
JEPQ vs CL
+28.9%
+43.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | +1.4% | -1.4% | +2.8% | +1.3% |
| 30D | +1.3% | -5.2% | +6.5% | +0.9% |
| 3M | +3.8% | +3.3% | +0.5% | +3.9% |
| 6M | +12.2% | -4.4% | +16.5% | +11.9% |
| YTD | +11.6% | +13.9% | -2.4% | +12.1% |
| 1Y | +19.9% | +7.6% | +12.2% | +20.5% |
| 3Y | +71.9% | +29.6% | +42.3% | +69.6% |
| All | +71.9% | +28.9% | +43.0% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling