+90.2%
JEPQ vs CNH
+5.7%
+84.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.5% |
| 7D | +1.1% | +1.8% | -0.8% | +0.7% |
| 30D | +1.3% | +32.6% | -31.3% | -4.5% |
| 3M | +4.7% | +29.4% | -24.7% | -1.1% |
| 6M | +10.6% | +26.0% | -15.4% | +4.6% |
| YTD | +11.4% | +52.2% | -40.8% | +0.7% |
| 1Y | +19.4% | +23.9% | -4.4% | +12.8% |
| 3Y | +71.7% | +10.1% | +61.6% | +63.7% |
| All | +90.2% | +5.7% | +84.5% | +83.6% |
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