+90.2%
JEPQ vs CLBK
+31.3%
+58.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.1% | -1.5% | +2.5% | +1.3% |
| 30D | +1.3% | +6.7% | -5.4% | +0.4% |
| 3M | +4.7% | +21.2% | -16.5% | +1.9% |
| 6M | +10.6% | +42.0% | -31.4% | +5.3% |
| YTD | +11.4% | +63.3% | -51.8% | +3.9% |
| 1Y | +19.4% | +65.4% | -46.0% | +10.9% |
| 3Y | +71.7% | +52.5% | +19.2% | +59.0% |
| All | +90.2% | +31.3% | +58.9% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling