+18.9%
JEPQ vs CNH
+22.0%
-3.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -0.2% | -5.7% | +5.5% | +0.4% |
| 30D | +0.8% | +26.6% | -25.8% | -1.8% |
| 3M | +4.0% | +31.1% | -27.1% | +0.8% |
| 6M | +10.4% | +24.9% | -14.5% | +7.1% |
| YTD | +11.4% | +48.7% | -37.3% | +6.0% |
| 1Y | +18.9% | +22.2% | -3.3% | +15.1% |
| All | +18.9% | +22.0% | -3.1% | +15.1% |
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