+60.5%
JEPQ vs COR
+86.2%
-25.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -0.9% |
| 7D | +3.4% | +7.8% | -4.4% | +3.6% |
| 30D | -5.6% | +7.0% | -12.6% | -5.3% |
| 3M | -4.2% | +16.3% | -20.4% | -3.5% |
| 6M | -0.2% | +41.3% | -41.5% | +0.9% |
| YTD | +6.7% | +7.1% | -0.4% | +8.0% |
| 1Y | +9.5% | -0.8% | +10.3% | +10.4% |
| 3Y | +60.5% | +85.0% | -24.5% | +67.5% |
| All | +60.5% | +86.2% | -25.6% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling