+90.2%
JEPQ vs COR
+118.5%
-28.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -2.8% | +2.7% | 0.0% |
| 30D | +0.8% | +2.6% | -1.8% | +0.6% |
| 3M | +4.0% | +14.5% | -10.5% | +3.0% |
| 6M | +10.4% | -7.8% | +18.2% | +11.4% |
| YTD | +11.4% | -4.2% | +15.7% | +12.0% |
| 1Y | +18.9% | +7.0% | +11.9% | +18.0% |
| 3Y | +70.3% | +85.5% | -15.2% | +48.7% |
| All | +90.2% | +118.5% | -28.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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