+88.7%
JEPQ vs CNC
-19.4%
+108.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | -0.7% | -3.9% | +3.2% | -0.5% |
| 30D | +0.6% | +0.8% | -0.2% | +0.5% |
| 3M | +5.8% | +0.1% | +5.7% | +5.7% |
| 6M | +9.7% | +79.7% | -70.0% | +6.7% |
| YTD | +10.5% | +58.9% | -48.4% | +7.9% |
| 1Y | +18.4% | +109.1% | -90.7% | +14.0% |
| 3Y | +70.3% | 0.0% | +70.3% | +67.9% |
| All | +88.7% | -19.4% | +108.1% | +93.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling