+90.2%
JEPQ vs CME
+52.1%
+38.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | +0.8% | +5.6% | -4.8% | +0.5% |
| 3M | +4.0% | +5.6% | -1.6% | +3.8% |
| 6M | +10.4% | -8.3% | +18.6% | +11.6% |
| YTD | +11.4% | +4.3% | +7.1% | +10.8% |
| 1Y | +18.9% | +9.1% | +9.8% | +17.4% |
| 3Y | +70.3% | +52.1% | +18.2% | +54.3% |
| All | +90.2% | +52.1% | +38.1% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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