+82.2%
JEPQ vs CNP
+49.8%
+32.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | -5.6% | +3.8% | -9.4% | -6.2% |
| 3M | -4.2% | +2.4% | -6.5% | -4.6% |
| 6M | -0.2% | -1.2% | +1.0% | -0.3% |
| YTD | +6.7% | +9.3% | -2.5% | +4.1% |
| 1Y | +9.5% | +6.4% | +3.0% | +7.4% |
| 3Y | +60.5% | +66.4% | -5.8% | +38.2% |
| All | +82.2% | +49.8% | +32.4% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling