+90.4%
JEPQ vs CME
+52.9%
+37.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +1.4% | -2.9% | +4.3% | +1.6% |
| 30D | +1.3% | +5.5% | -4.2% | +1.0% |
| 3M | +3.8% | +11.0% | -7.1% | +3.2% |
| 6M | +12.2% | -9.7% | +21.9% | +13.6% |
| YTD | +11.6% | +4.9% | +6.7% | +10.9% |
| 1Y | +19.9% | +10.1% | +9.8% | +18.3% |
| 3Y | +71.9% | +53.5% | +18.4% | +55.5% |
| All | +90.4% | +52.9% | +37.6% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling