+82.8%
JEPQ vs CL
+45.7%
+37.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -6.6% | +9.5% | -16.1% | -6.8% |
| 3M | -2.6% | +6.8% | -9.3% | -2.7% |
| 6M | +0.5% | +14.3% | -13.8% | -0.3% |
| YTD | +7.1% | +26.3% | -19.2% | +5.0% |
| 1Y | +8.1% | +25.6% | -17.5% | +5.9% |
| 3Y | +61.2% | +38.5% | +22.7% | +47.9% |
| All | +82.8% | +45.7% | +37.1% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling