+88.7%
JEPQ vs CP
+26.0%
+62.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -0.7% | -2.7% | +2.0% | +0.2% |
| 30D | +0.6% | -3.4% | +3.9% | +1.6% |
| 3M | +5.8% | -0.6% | +6.4% | +5.7% |
| 6M | +9.7% | +6.3% | +3.4% | +6.8% |
| YTD | +10.5% | +21.2% | -10.6% | +2.5% |
| 1Y | +18.4% | +20.0% | -1.6% | +10.0% |
| 3Y | +70.3% | +18.7% | +51.6% | +55.0% |
| All | +88.7% | +26.0% | +62.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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