+90.4%
JEPQ vs CL
+31.5%
+59.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | +1.3% | -5.2% | +6.5% | +1.6% |
| 3M | +3.8% | +3.3% | +0.5% | +3.4% |
| 6M | +12.2% | -4.4% | +16.5% | +12.4% |
| YTD | +11.6% | +13.9% | -2.4% | +9.7% |
| 1Y | +19.9% | +7.6% | +12.2% | +18.7% |
| 3Y | +71.9% | +29.6% | +42.3% | +56.1% |
| All | +90.4% | +31.5% | +59.0% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling