+90.2%
JEPQ vs CNP
+44.6%
+45.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | +1.3% | -0.1% | +1.4% | +1.3% |
| 3M | +4.7% | -5.6% | +10.3% | +5.5% |
| 6M | +10.6% | -7.5% | +18.1% | +11.8% |
| YTD | +11.4% | +5.5% | +5.9% | +9.4% |
| 1Y | +19.4% | +8.3% | +11.1% | +16.4% |
| 3Y | +71.7% | +51.8% | +19.9% | +52.0% |
| All | +90.2% | +44.6% | +45.6% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling