+88.7%
JEPQ vs COPX
+147.6%
-58.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | +0.8% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | +0.6% | 0.0% | +0.5% | +0.3% |
| 3M | +5.8% | +14.8% | -9.0% | +1.9% |
| 6M | +9.7% | +7.0% | +2.6% | +6.4% |
| YTD | +10.5% | +23.8% | -13.3% | +2.6% |
| 1Y | +18.4% | +75.7% | -57.3% | 0.0% |
| 3Y | +70.3% | +156.4% | -86.1% | +26.5% |
| All | +88.7% | +147.6% | -58.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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