+90.5%
JEPQ vs CL
+32.0%
+58.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +0.7% | -2.2% | +2.9% | +0.8% |
| 30D | +2.0% | -4.8% | +6.8% | +2.2% |
| 3M | +2.0% | +4.9% | -2.9% | +1.4% |
| 6M | +10.4% | -5.7% | +16.1% | +10.8% |
| YTD | +11.6% | +14.4% | -2.8% | +9.7% |
| 1Y | +20.7% | +8.7% | +11.9% | +19.4% |
| 3Y | +70.8% | +30.0% | +40.8% | +55.1% |
| All | +90.5% | +32.0% | +58.5% | +70.6% |
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 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