+90.2%
JEPQ vs CNQ
+91.9%
-1.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +0.8% | +6.2% | -5.4% | -0.2% |
| 3M | +4.0% | +12.4% | -8.4% | +1.8% |
| 6M | +10.4% | +9.0% | +1.4% | +8.3% |
| YTD | +11.4% | +52.2% | -40.8% | +2.2% |
| 1Y | +18.9% | +65.0% | -46.1% | +7.1% |
| 3Y | +70.3% | +78.8% | -8.6% | +47.8% |
| All | +90.2% | +91.9% | -1.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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