+60.5%
JEPQ vs CMS
+39.2%
+21.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.9% |
| 7D | +3.4% | +1.7% | +1.7% | +3.6% |
| 30D | -5.6% | +6.2% | -11.8% | -5.0% |
| 3M | -4.2% | +0.6% | -4.8% | -4.0% |
| 6M | -0.2% | -1.8% | +1.6% | -0.2% |
| YTD | +6.7% | +3.8% | +2.9% | +7.0% |
| 1Y | +9.5% | -1.8% | +11.2% | +9.6% |
| 3Y | +60.5% | +39.8% | +20.7% | +63.8% |
| All | +60.5% | +39.2% | +21.3% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling