+90.4%
JEPQ vs COR
+120.6%
-30.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +1.4% | -1.9% | +3.3% | +1.5% |
| 30D | +1.3% | +1.5% | -0.2% | +1.2% |
| 3M | +3.8% | +18.7% | -14.9% | +2.7% |
| 6M | +12.2% | -9.0% | +21.2% | +13.4% |
| YTD | +11.6% | -3.3% | +14.9% | +12.1% |
| 1Y | +19.9% | +9.8% | +10.0% | +18.7% |
| 3Y | +71.9% | +87.4% | -15.5% | +50.0% |
| All | +90.4% | +120.6% | -30.1% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling