+90.2%
JEPQ vs CNC
-21.1%
+111.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +1.1% | -4.9% | +5.9% | +1.3% |
| 30D | +1.3% | -3.8% | +5.1% | +1.5% |
| 3M | +4.7% | -3.2% | +7.9% | +4.8% |
| 6M | +10.6% | +47.9% | -37.3% | +8.5% |
| YTD | +11.4% | +55.7% | -44.2% | +8.9% |
| 1Y | +19.4% | +106.2% | -86.8% | +15.0% |
| 3Y | +71.7% | -2.1% | +73.8% | +69.4% |
| All | +90.2% | -21.1% | +111.3% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling