+9.7%
JEPQ vs CNC
+54.2%
-44.5%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +5.8% |
| 6M | +9.7% | +79.7% | -70.0% | +4.7% |
| All | +9.7% | +54.2% | -44.5% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling