+20.7%
JEPQ vs CNH
+29.2%
-8.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.1% |
| 7D | +0.7% | +23.3% | -22.6% | -1.5% |
| 30D | +2.0% | +33.5% | -31.5% | -1.1% |
| 3M | +2.0% | +32.7% | -30.7% | -1.2% |
| 6M | +10.4% | +22.2% | -11.8% | +7.1% |
| YTD | +11.6% | +57.7% | -46.1% | +5.6% |
| 1Y | +20.7% | +28.0% | -7.3% | +16.4% |
| All | +20.7% | +29.2% | -8.5% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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