+18.9%
JEPQ vs COR
+9.0%
+9.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -2.8% | +2.7% | -0.3% |
| 30D | +0.8% | +2.6% | -1.8% | +0.9% |
| 3M | +4.0% | +14.5% | -10.5% | +4.4% |
| 6M | +10.4% | -7.8% | +18.2% | +11.7% |
| YTD | +11.4% | -4.2% | +15.7% | +13.5% |
| 1Y | +18.9% | +7.0% | +11.9% | +22.2% |
| All | +18.9% | +9.0% | +9.9% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling