+71.9%
JEPQ vs CMS
+35.3%
+36.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +1.4% | +1.2% | +0.2% | +1.5% |
| 30D | +1.3% | -3.2% | +4.5% | +1.1% |
| 3M | +3.8% | -2.2% | +6.0% | +3.5% |
| 6M | +12.2% | -9.4% | +21.6% | +11.7% |
| YTD | +11.6% | +0.7% | +10.9% | +11.4% |
| 1Y | +19.9% | +0.4% | +19.5% | +19.7% |
| 3Y | +71.9% | +35.2% | +36.7% | +72.0% |
| All | +71.9% | +35.3% | +36.6% | +72.0% |
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