+90.2%
JEPQ vs CNI
+13.0%
+77.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | +0.8% | -2.7% | +3.5% | +1.7% |
| 3M | +4.0% | +3.9% | 0.0% | +2.2% |
| 6M | +10.4% | +16.4% | -6.0% | +3.6% |
| YTD | +11.4% | +25.8% | -14.4% | +1.1% |
| 1Y | +18.9% | +32.4% | -13.5% | +5.3% |
| 3Y | +70.3% | +19.1% | +51.2% | +53.2% |
| All | +90.2% | +13.0% | +77.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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