+90.4%
JEPQ vs CNP
+45.9%
+44.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | +1.4% | +1.6% | -0.2% | +1.2% |
| 30D | +1.3% | -0.8% | +2.1% | +1.4% |
| 3M | +3.8% | -3.6% | +7.4% | +4.3% |
| 6M | +12.2% | -6.9% | +19.1% | +13.3% |
| YTD | +11.6% | +6.4% | +5.1% | +9.4% |
| 1Y | +19.9% | +9.9% | +9.9% | +16.5% |
| 3Y | +71.9% | +53.1% | +18.8% | +52.0% |
| All | +90.4% | +45.9% | +44.5% | +74.0% |
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