+90.5%
JEPQ vs CMS
+16.7%
+73.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +2.0% | -3.6% | +5.6% | +2.3% |
| 3M | +2.0% | -1.9% | +3.9% | +1.9% |
| 6M | +10.4% | -11.0% | +21.4% | +11.7% |
| YTD | +11.6% | +0.2% | +11.4% | +11.0% |
| 1Y | +20.7% | -1.3% | +22.0% | +20.2% |
| 3Y | +70.8% | +35.9% | +34.9% | +57.8% |
| All | +90.5% | +16.7% | +73.8% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling