+88.7%
JEPQ vs CNP
+42.3%
+46.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | +0.6% | -2.1% | +2.6% | +0.9% |
| 3M | +5.8% | -7.9% | +13.7% | +7.1% |
| 6M | +9.7% | -8.3% | +18.0% | +11.0% |
| YTD | +10.5% | +3.8% | +6.8% | +8.9% |
| 1Y | +18.4% | +5.9% | +12.5% | +15.9% |
| 3Y | +70.3% | +49.3% | +21.0% | +51.2% |
| All | +88.7% | +42.3% | +46.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling