+90.2%
JEPQ vs CLBK
+31.9%
+58.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | +0.8% | -1.0% | +1.8% | +0.9% |
| 3M | +4.0% | +22.9% | -19.0% | +1.0% |
| 6M | +10.4% | +44.2% | -33.8% | +4.9% |
| YTD | +11.4% | +64.0% | -52.5% | +3.8% |
| 1Y | +18.9% | +65.7% | -46.8% | +10.5% |
| 3Y | +70.3% | +54.1% | +16.2% | +57.5% |
| All | +90.2% | +31.9% | +58.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling