+90.2%
JEPQ vs CMS
+16.2%
+74.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +1.3% | -1.3% | +2.6% | +1.4% |
| 3M | +4.7% | -5.4% | +10.1% | +5.1% |
| 6M | +10.6% | -10.3% | +21.0% | +11.8% |
| YTD | +11.4% | -0.2% | +11.7% | +10.9% |
| 1Y | +19.4% | -0.9% | +20.3% | +18.8% |
| 3Y | +71.7% | +34.0% | +37.7% | +59.2% |
| All | +90.2% | +16.2% | +74.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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