+90.4%
JEPQ vs CNH
+3.5%
+87.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.5% | +1.0% |
| 7D | +1.4% | +8.8% | -7.4% | -0.3% |
| 30D | +1.3% | +24.7% | -23.3% | -3.3% |
| 3M | +3.8% | +27.3% | -23.5% | -1.6% |
| 6M | +12.2% | +23.2% | -11.0% | +6.5% |
| YTD | +11.6% | +48.9% | -37.4% | +1.3% |
| 1Y | +19.9% | +19.4% | +0.5% | +14.1% |
| 3Y | +71.9% | +7.8% | +64.1% | +64.5% |
| All | +90.4% | +3.5% | +87.0% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling