+82.4%
JEPQ vs CNH
-8.9%
+91.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.5% |
| 7D | +5.7% | +6.4% | -0.7% | +4.4% |
| 30D | -6.8% | -1.6% | -5.2% | -6.7% |
| 3M | -3.4% | +11.6% | -14.9% | -6.2% |
| 6M | +0.3% | +12.5% | -12.2% | -3.2% |
| YTD | +6.8% | +31.1% | -24.3% | -1.0% |
| 1Y | +7.7% | +17.0% | -9.3% | +2.3% |
| 3Y | +60.7% | +28.7% | +32.0% | +45.1% |
| All | +82.4% | -8.9% | +91.3% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling