+20.7%
JEPQ vs CNC
+129.2%
-108.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +0.7% | +3.5% | -2.9% | +0.6% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | +2.0% | +6.9% | -4.9% | +1.8% |
| 6M | +10.4% | +49.0% | -38.6% | +8.9% |
| YTD | +11.6% | +62.9% | -51.3% | +9.7% |
| 1Y | +20.7% | +134.0% | -113.3% | +18.4% |
| All | +20.7% | +129.2% | -108.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling